Our client, a leading global financial services company, has approximately 200 million customer accounts and does business in more than 140 countries. They provide consumers, corporations, governments and institutions with financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.



Description:

Responsibilities:

• Develop stress testing models for EBA (European Banking Authority) to manage market risk for Client's trading book.

• Familiar with the market risk modeling under Basel IIa framework.

• Assists in the development of analytic engines for business product lines.

• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.

• Participates on teams to solve business problems.

• Provides effective challenge to model assumptions, mathematical formulation, and implementation.



Required Qualifications:

• 1-2 year experience in a quantitative role in risk management.

• Good knowledge and understanding of model development and validation testing techniques covering risk models.

Education:

• Master degree or above, in STEM fields



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