Quantitative Analytics Senior Manager
Tasks
- Assess models based on findings
- Conduct model validation reviews
- Evaluate and manage model risks
- Evaluate credit risk prepayment and default models
- Evaluate market risk and counterparty risk models
- Follow model governance procedures and requirements
- Lead cooperative project team efforts
- Perform peer reviews for model validation quality
- Plan execute and document analysis of complex financial models
- Remediate regulatory findings and address audit feedback
- Use simulation methods for risk analysis
- Validate and develop derivatives valuation models
Perks/Benefits
Skills/Tech-stack
Capital Models | Counterparty risk | Credit Risk | Credit risk modeling | Curve Bootstrapping | Default modeling | Derivatives Valuation | EAD | Econometrics | Historical Simulation | Interest Rate | Interest Rate Derivatives | LGD | Loan Scoring | MATLAB | Market Risk | Market Risk Modeling | Model Governance | Model Validation | Monte Carlo | Monte Carlo Simulation | PD | Prepayment modeling | Python | R | Risk Management | Risk Modeling | SAS | Security Valuation | Statistical Methods | Term structure | Term structure models
Education
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