Industry: Accounting, Finance & Insurance•
Less than 5 years
Posted 162 days ago
This position is a multi-level position (compensation grades 48 - 50).
Plays a key role in the development and implementation of market risk models and risk analytics tools as a part of Marker Risk Model Development group.Collaborating with internal partners to propose and test new market risk methodologies; overseeing model development (including programming, testing, and documentation)Work with the team's internal partners to design market risk methodology, including counterparty exposure risk methodology and valuation/hedging analytics, and develop models/tools to support the Bank's market risk management activities.Conducts comprehensive testing of out-of-the-box vendor models and related analyticsDirectly responsible for model development projects assigned at the team Manager's discretion. These projects are expected to encompass ALM modeling, mortgage, trading market risk modeling, and counterparty credit.Assist with validation and exam finding resolutions, and communicate with management, as necessary.