Specialist, Model Development, TCM
Core
Design, develop, and maintain integrated Treasury Capital Management (TCM) models for Economic and Regulatory capital, liquidity, and interest rate risk.
Role type
Specialist quantitative model developer (financial risk)
Builds
Quantitative models for capital, liquidity, and interest rate risk
Domain
Financial services / Banking / Regulatory capital management
Deliverable
production ML models | product features
Required skills
Statistical programming, Data science, Python, R, SQL, Data engineering, ETL, Financial analysis, Quantitative analysis, Regulatory modelling
Preferred skills
Banking process knowledge, Data compliance, Financial acumen, Planning and forecasting
Technologies
Python, R, SQL
Responsibilities
Execute model builds, perform data analytics, ensure data integrity for modelling, support model risk framework compliance
Seniority
Mid-level specialist (3-4 years experience)