Application of analytical tools to assess risks to enterprise under stress, to design optimal strategies around pricing and originations, and to create integrated frameworks to assess interest revenues, non-interest revenues and credit losses in a consistent fashion.
Conducts complex quantitative analysis as it applies to areas of responsibility, such as a specific model or portfolio. In-depth understanding of the whole function and/or key business areas supported.
In this role you will use your quantitative skills and knowledge of statistical models to contribute to the validation of an innovative regulatory liquidity assessment tool, Bloombergs Liquidity Assessment (LQA) .
Responsible for developing and executing all aspects of retail and/or wholesale PPNR models and for ensuring full compliance with regulatory and accounting requirements, while providing credible management direction to support business decisions
In this role, the selected candidate will develop, implement and maintain Global Asset Allocation quantitative models that forecast returns for various asset classes and generate strong performance for our clients.