Quantitative Modeling Expert
4 weeks ago
Key Responsibilities
- Apply advanced modeling and statistical techniques to assess and mitigate credit and market risk
- Develop and defend complex models and theoretical frameworks
- Support model validation and regulatory compliance initiatives
- Collaborate with model validators and regulators to ensure model accuracy and integrity
- Lead the development of enhanced models to meet business requirements
Required Skills and Experience
- Advanced degree in Mathematics, Quantitative Analysis, Statistics, Operations Research, or Financial Engineering
- Minimum 3 years of experience in quantitative research, risk management, or related fields
- Strong understanding of theoretical frameworks and modeling techniques
- Proficiency in programming languages such as Python, C/C++, and SQL
- Experience with asset liability management and risk modeling
- Excellent communication and interpersonal skills
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