Senior Treasury Quantitative Analyst
Tasks
- Benchmark model results
- Build credit risk models
- Build interest rate risk models
- Build liquidity risk models
- Communicate model results to stakeholders
- Conduct independent model testing
- Coordinate with audit and regulators
- Develop model implementation code
- Execute quantitative behavioral models
- Identify forecast deviations and variances
- Maintain model documentation
- Perform statistical data analysis
- Provide guidance to junior staff
- Support balance sheet and capital planning models
- Support model governance and controls
- Track portfolio performance and model performance
- Update models with new observations
- Validate models and assess model performance
Perks/Benefits
Skills/Tech-stack
Balance sheet | Balance sheet planning | Benchmarking | Capital planning | Credit Risk | Data Analysis | Independent testing | Interest Rate | Interest Rate Risk | Liquidity Risk | MATLAB | Machine Learning | Model Documentation | Model Validation | Python | R | Risk Management | SAS | SQL | Statistical modeling
Education
Regions
Countries
States
Cities
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