This position is responsible for independently conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. Creates documentation for all activities and works with Technology staff in design of any system to run models developed.
In this role, the selected candidate will apply this understanding to the auditing of model governance, model development, model validation, and model use; produce written evaluations based on these audits.
In this role, you will build analytics to optimize the capital deployment to help deal terms structure investments in a capital efficient manner; develop analytics to project P&L and the impact of stress tests on the portfolio.
The Quantitative Finance Analyst is responsible for measuring counterparty credit risk (CCR) for all lines of businesses in the Americas Markets division covering all traded products (fixed income, currency, commodities, equities).
In this role, the selected candidate will mix quantitative methods with problem solving to build tools that create new trading strategies; work in a team environment that integrates trading, quantitative research and technology.
This role is responsible for Counterparty Stress Testing including the development and execution of stress scenarios, analysis of stress results and processes to support corporate Enterprise Stress Testing (EST), including annual CCAR.
In this role, the selected candidate will be responsible for assessing conceptual foundations of a model, model specification, underlying assumptions, limitations, variable selection, underlying data, developmental evidence, documentation.
In this role, the selected candidate will interview business partners in various lines of business and control functions to understand relevant aspects of model governance, development, validation, and use.