Financial Risk Analyst
Financial Risk Analyst
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Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
Job Type: Contract
Job Responsibilites:
- Interact with regulators exchanges and other external parties in explaining companys risk management systems.
- Recommend and implement new and improved procedures controls and processes.
- Represent department on corporate projects and new system development.
- Evaluate new products and recommend needed procedural and system changes.
- Provide guidance to the model development team challenging the practical design of quantitative models.
- Collaborate with technology partners to drive strategic plans for companys model development integration and deployment.
- Develop functional capabilities within the organization by driving innovation and continuous process improvements.
- Direct and drive successful relationships with key internal partners and significant external partners.
- Understand regulatory requirements and drivers impacting development goals and plans.
- Provide direction to staff during production issues/outages and ensure standards for accuracy and timeliness are maintained.
- Design and build market risk systems and tools comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall using advanced streaming technologies like Flink AWS cloud infrastructure and protobuff data schemas.
- Design and build counterparty credit risk system implementing Basel SA-CCR methodology calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing.
- Perform data analysis validation and error-checking on large complex sets of information using data science classification models
- Design and build market risk systems and tools comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall using advanced streaming technologies like Flink AWS cloud infrastructure and protobuff data schemas. This is a non-technical role understanding the use of these technologies will be useful
- Design and build counterparty credit risk system implementing Basel SA-CCR methodology calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing; and
- Perform data analysis validation and error-checking on large complex sets of information using data science classification models.
Employment Type
Full-time
