The role involves guiding models through the entire development lifecycle including back testing, preparing high quality documentation, and driving the models through the internal model review and approval process
Job Summary
The role involves guiding models through the entire development lifecycle including back testing, preparing high quality documentation, and driving the models through the internal model review and approval process.
Develop analytics to assist in smarter risk management of the trading books and engineer innovative solutions using a variety of approaches such as time-series forecasting predictive modelling, cluster analysis, and dimensionality reduction.
We are committed to providing equal opportunities throughout employment including in the recruitment, training and development of employees and prohibit discrimination in the workplace.
Matching Summary
The role involves guiding models through the entire development lifecycle including back testing, preparing high quality documentation, and driving the models through the internal model review and approval process.