Director, Risk Analytics/Modeling (PL)
Westlake, TX, United States
USD 150K-225K (estimate) Executive-level Full Time
Tasks
- Adhere to model risk management standards
- Administer PolyPaths system
- Collaborate with model risk oversight teams
- Control processes for capital stress testing
- Design implement and support batch processing
- Develop and maintain asset backed securities models
- Enhance workflow automation
- Forecast accumulated other comprehensive income in capital stress testing
- Implement data quality controls
- Lead production activities for capital stress testing
- Maintain technical documentation for PolyPaths
- Maintain vendor prepayment models
- Manage PolyPaths profile management and configuration
- Manage system upgrades
- Model hedge relationships using PolyPaths
- Model linear and non linear hedge instruments
- Support model validation efforts
- Use industry research for ALM and market risk
Perks/Benefits
- N/A
Skills/Tech-stack
ALM | Asset-backed securities | Balance sheet | Balance sheet modeling | Batch Processing | Capital Stress Testing | Caps | Cash Flow | Cash Flow Hedge | Cloud services | Consumer Loans | Controls Testing | Distributed Computing | Fair Value | Fair Value Hedge | Financial Modeling | Fixed Income | Fixed Income Products | Floors | Futures | Grid computing | Hedge Accounting | Interest Rate | Interest Rate Derivatives | Interest Rate Risk | Interest rate swaps | Market Risk | Market Risk Modeling | Model Documentation | Model Risk Management | Model Validation | Model risk | Mortgage-Backed Securities | Optionality Adjusted Measures | Options | Performance Tuning | Polypaths | Prepayment models | QRM | Rate Swaps | Risk Management | Risk Measures | Risk Modeling | Stress Testing | Swaptions
Education
N/A
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