Executive Director, Securities Quantitative Analytics Senior Manager - Head of Market Risk Analytics - Credit Products and XVA
144039-NC-550 S Tryon, United States
USD 144K-300K (estimate) Senior-level Full Time
Tasks
- Collaborate with peers and regulators to resolve issues
- Create and share risk reports
- Design quantitative models for traded credit products
- Develop quantitative models for XVA
- Document model implementation processes
- Establish automated model controls
- Implement quantitative models for risk management
- Maintain quantitative models for regulatory capital
- Monitor model performance
- Perform analytical support for business initiatives
- Perform mathematical modeling with C++
- Perform statistical modeling with Python
- Recommend risk management process improvements
Perks/Benefits
- N/A
Skills/Tech-stack
Basel | C++ | FRTB | Financial Modeling | Financial markets | Java | Model Monitoring | Model Validation | Numerical Methods | Python | Regulatory Capital | Risk Management | Stochastic Calculus | XVA Pricing
Education
Regions
Countries
States
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