AVP, Quantitative Risk Analyst
Tasks
- Analyze market risk and credit risk impacts
- Automate investment risk data flow and reporting
- Develop and maintain investment risk models
- Document and validate model calibration techniques
- Ensure models are efficient and robust in production
- Lead risk simulation and stress testing
- Monitor investment portfolios and exposures
- Prepare and present risk analyses and management recommendations
- Produce regular investment risk reports
- Validate and calibrate models for implementation
Perks/Benefits
- N/A
Skills/Tech-stack
C# | Credit Risk | Data Automation | Derivatives | Economic scenario generation | Extreme Value Stress Testing | Fixed Income | Market Risk | Model Development | Model Validation | Model calibration | Portfolio monitoring | Python | Regulatory Capital | Risk simulation | Scenario generation | Statistics | Stress Testing | Tail Event Stress Testing | VBA
Education
N/A
Roles
Regions
Countries
States
Cities
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