- Contribute to all aspects of model ownership - methodology design, calibrations, testing, monitoring, model validations, model enhancements, and methodology documentation - Effectively collaborate with the Capital Team, Risk IT Team, Model Risk Management, and other partnering areas to deliver on stress testing exercises and execute strategic enhancements to the models - Develop Python analytical code for testing and performance monitoring of Stress RWA models - Run model monitoring analytics, and present results to Model Risk Management, and relevant governance forums - Effectively represent/communicate modelling methodology and output analytics to a wider audience of stakeholders, senior managers, and governance forums Required Experience/Skills: - Requires a Master's degree in a quantitative field such as Quantitative Finance, Physics, Mathematics, Engineering, Computer Science; and five (5) years of relevant work experience - Knowledge of market risk modelling methodologies (Greek-based value-at-risk (VaR), stressed VaR, and incremental risk charge) required - Strong Python programming skills and packages used for data manipulation, time series and data analysis strongly preferred - Trading markets knowledge within the FX, rates, credit, equity, commodity space strongly preferred - Strong written and verbal communication skills essential - Project organizational competency and team leadership skills essential Firm Risk Management values diversity and is committed to providing a supportive and inclusive workplace for all employees. This role is hybrid and currently requires in office attendance 3 days/week. The in office requirement is subject to change at any time. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren't just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There's also ample opportunity to move about the business for those who show passion and grit in their work. Expected base pay rates for the role will be between $120,000 and $200,000 year at the commencement of employment. Consequently, our recruiting efforts reflect our desire to attract and retain the best and brightest from all talent pools. We want to be the first choice for prospective employees. It is the policy of the Firm to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, religion, creed, age, sex, sex stereotype, gender, gender identity or expression, transgender, sexual orientation, national origin, citizenship, disability, marital and civil partnership/union status, pregnancy, veteran or military service status, genetic information, or any other characteristic protected by law.
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