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.
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.
The Quantitative Financial Analyst will contribute to the Corporate Audit Model Risk team's enterprise-wide coverage of model risk management; read and understand financial regulatory guidance and technical publications.
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.
Research and technology are united as one. Scientific bent and commitment to staying at the forefront of technological advancement enable researchers to continuously investigate the hardest problems and analyze the most formidable data sets, with speed and precision.
In this role, the selected candidate must have depth and a breadth of knowledge of financial markets and derivative products particularly in Equities, Commodities, Rates, Currencies and Credit Instruments.
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).