Member of Global Risk Management, Quantitative Financial Risk

Tasks

• Automate data transformation for risk reporting
• Build Python analytics pipelines for reporting
• Collaborate with trading sales compliance treasury and operations
• Develop quantitative analysis tools for credit risk
• Develop quantitative analysis tools for liquidity risk
• Develop quantitative analysis tools for market risk
• Execute end to end tool development to production deployment
• Mentor junior team members
• Monitor real time risk dashboards
• Perform scenario analysis
• Run ad hoc real time analysis for stakeholders
• Run portfolio margin stress tests
• Select quantitative methods for ambiguous risk problems
• Translate quantitative concepts into actionable insights

Perks/Benefits

• N/A

Skills/Tech-stack

Analytics Pipelines | Credit Risk | Dashboards | Data Transformation | Large Datasets | Liquidity Risk | Market Risk | Portfolio Margin | Portfolio Stress Testing | Python | Quantitative Analysis | Real Time | Real-time analytics | Regulatory Compliance | Regulatory exams | Risk Reporting | Risk monitoring | Scenario Analysis | Stress Testing