Market Risk Modeling Analyst Job
Market Risk Modeling Analyst (Job Number: 1306234)
Description
The Modeling Analyst is responsible for designing, testing, and maintaining either market risk or counter-party risk models used for trading limits management and regulatory and economic capital calculations. Model design and testing involves intensive theoretical work followed by implementation of conceptual models using software. The Analyst is also responsible for maintaining the team s model validation and review schedule involving running each model through various benchmarking tests and backtests to confirm their reliability. The Analyst also offers support to the Front Office and performs various reporting functions for Front Office, management, and customer relationship managers.
Qualifications
Bachelor's Degree. M.A. or Ph.D. in a quantitative field, physics, mathematics or statistics preferred. 1 year. 2-4 years preferred. Matlab, C++ preferred.
Primary Location: United States-USA-NY-New York
Internal Jobcode: 24260
Job: Audit/Compliance/Risk
Organization: Risk-HR06016
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