Model Risk Management Quant Associate/AVP- Market
Core
Independent model validation and performance monitoring for market risk pricing, stress testing, securitization, and capital market models.
Role type
Associate/AVP Model Risk Management Quantitative Analyst
Builds
Validated risk models supporting global trading and capital market activities
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Model validation, statistical analysis, numerical methods, stress testing, regulatory compliance (FRB SR 26-2, Volker rule, FRTB)
Preferred skills
Market risk pricing, securitization (ABS/CLO/CMBS), Interest Rates, Currencies, RiskMetrics, Calypso, Murex, QuIC, PolyPaths
Technologies
RiskMetrics, Calypso, Murex, QuIC, PolyPaths
Responsibilities
Assess mathematical and conceptual soundness of models, verify model performance and stress testing, review model governance processes, support relationships with regulators and internal audit
Seniority
Mid-level, hands-on IC
