Quantitative Risk, AVP
Tasks
- Advance codebase
- Design model monitoring plan
- Develop financial models and analytics
- Document quantitative analysis
- Execute CCAR deliverables
- Research model methodology
- Support BAU risk management
Perks/Benefits
- Employee assistance program
- Employee networks
- Insurance coverage
- Paid time off
- Paid volunteer days
- Retirement savings plan
Skills/Tech-stack
At risk | CCAR | Credit Valuation Adjustment | Credit valuation | Curve construction | Derivative pricing | Interest Rate | Interest rate modeling | Machine Learning | Model Monitoring | Probability of Default | Python | Rate modeling | SQL | Valuation Adjustment | Value-at-Risk | Yield curve | Yield curve construction
Education
Roles
Regions
Countries
States
Cities
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