Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making
Job Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Lead a team performing complex tasks, using well developed professional knowledge and skills to deliver on work that impacts the whole business function.
Responsible for developing best in class credit risk models using industry leading model development frameworks & methodologies, work in a global quant team, with regulators across the world and cutting-edge technology.
Matching Summary
Design, develop, implement, and support mathematical, statistical, and machine learning models and analytics used in business decision-making.
Skills & Requirements
Must-have
IMM Models, SA-CCR, CVA
Monte Carlo Simulation
Exposure / Collateral Modelling
Derivatives Pricing, Greeks
Risk Factor Modelling
Back-testing, Numerical Analysis
SR 11/7, SS1/23, SS12/13
Nice-to-have
Lead collaborative assignments
Identify new directions for projects
Consult on complex issues
Mitigate risk and develop policies
Strengthen controls
Creative problem solving
Influence or convince stakeholders
Key Requirements
Assistant Vice President level experience
Hands on coding experience (Python, C/C++)
Model Development and/or Model Validation experience