Analyst/Consultant/Senior Consultant, Quantitative Market Risk Models (12 Month Contract)
Core
Develop, validate, and review Capital Markets and Market Risk models (e.g., Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB, IBOR Transition, CCAR) for financial services clients.
Role type
Quantitative Market Risk Modeler
Builds
Production risk models and financial analyses
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Financial Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB, IBOR Transition, CCAR, Credit Modeling, Forecasting, Stress Testing, Machine Learning, Artificial Intelligence
Preferred skills
None stated
Technologies
None stated
Responsibilities
Develop/validate/review Capital Markets and Market Risk models based on industry best practices; perform complex financial analyses including independent derivative valuation and customer behavior modeling; engage in new innovations such as Machine Learning and Artificial Intelligence.
Seniority
Consultant level