Review, test, challenge and build independent benchmarks for statistical models used in stress testing and risk management; Interact with a diverse group of global stakeholders from various areas of the Firm; Produce written model review reports; Conduct real-time analyses of model performance in response to market events; Participate in the model control and model risk management processes of the Firm
Requirements:
At least a Bachelor’s degree in Economics, Mathematical Finance, Mathematics, Physics, Engineering, Statistics or a related quantitative field (Master’s or Ph.D. is an advantage); Genuine and broad interest in financial markets, data and modelling; internal drive to spot, challenge and fix potential gaps and inconsistencies in statistical models using quantitative methods; Logical thinking, good business sense and judgment; Strong interpersonal and communication skills; Experience or strong interest in programming in a high-level language such as R or Python
Text:
Model Risk Analyst Review, test, challenge and build independent benchmarks for statistical models used in stress testing and risk management; Interact with a diverse group of global stakeholders from various areas of the Firm; Produce written model review reports; Conduct real-time analyses of model performance in response to market events; Participate in the model control and model risk management processes of the Firm At least a Bachelor’s degree in Economics, Mathematical Finance, Mathematics, Physics, Engineering, Statistics or a related quantitative field (Master’s or Ph.D. is an advantage); Genuine and broad interest in financial markets, data and modelling; internal drive to spot, challenge and fix potential gaps and inconsistencies in statistical models using quantitative methods; Logical thinking, good business sense and judgment; Strong interpersonal and communication skills; Experience or strong interest in programming in a high-level language such as R or Python
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