International Banking Client
Office Status: Hybrid
Salary: $145,000 – $175,000
- Develop, test, implement and document risk analytics for new products
- Support the maintenance and improvement of existing framework, policies and procedures
- Support the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance
- Perform quantitative research to implement model changes, enhancements and remediation plans.
- Perform quantitative analysis of portfolio risk exposure, time series analysis and risk simulation
- Work with stakeholders across business and functional teams during model development process.
- Create tools and dashboards which can enhance and improve the risk analysis.
- Conduct analysis on existing model short-comings and design remediation plans.
- Maintain, update, improve and back-test risk models.
- Support the development of the Risk Analytics platform.
- Identify risk not captured by analytics, develop and implement methodology to quantify the materiality