Quantitative Analytics Senior
Tasks
- Collaborate on model governance standards
- Design Counterparty Credit risk models
- Develop PD LGD EAD models
- Ensure compliance with model controls
- Implement model enhancements
- Maintain counterparty credit risk models
- Perform model implementation validation
- Respond to model validation and audit questions
- Run performance monitoring reports
- Support counterparty credit risk scorecard modeling
Perks/Benefits
- N/A
Skills/Tech-stack
Algorithm Design | Bayesian Methods | Computational Methods | Credit Risk | Credit risk modeling | Data Analysis | Derivatives | Econometrics | Java | MATLAB | Monte Carlo | Monte Carlo Simulation | Optimization | Predictive Modeling | Python | R | Risk Modeling | SAS | SQL | Statistical modeling
Education
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