Quantitative Risk Analyst - Vice President
Tasks
- Automate risk process workflows
- Conduct impact analysis of model parameter changes
- Document and communicate exposure validation results
- Evaluate CEF methodologies and tools
- Perform counterparty credit risk analysis
- Recommend exposure methodology improvements
- Support model development teams
- Train and educate junior team members
- Verify CEF calculation flow
Perks/Benefits
- Annual discretionary incentive award
- Cafeteria benefits
- Employee assistance program
- Hybrid work model
- Life insurance
- Paid parental leave
- Private medical insurance
- Professional discounts
- Sport card
- Volunteering day off
Skills/Tech-stack
CVA | Counterparty Credit | Counterparty Credit Risk | Credit Exposure Factor | Credit Risk | Credit exposure | Data Analysis | Data Visualization | EPE | Numerical Methods | OTC Derivatives | PFE | Python | Risk Modeling | SQL | Statistics
Education
Roles
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