Quantitative Analyst

Description du poste

Duties :

• Articulate complex concepts & findings, highlight narratives accounting for diverse senior management via emails, meetings or at different committee meetings
• Present data & validation results in a compelling manner to support decisions to respective committees
• Prepare part / whole deck, memos, slides etc. to be used at respective committees
• Employ advanced statistical & mathematical techniques in validation activities with proficiency
• Develop & implement comprehensive testing framework based on SR11-7 and other regulatory guidelines
• Identify limitations & devise controls to mitigate any associated inherent model risk
• Validate complex models covered including but not limited to Pricing, VaR, Compliance, Market & Liquidity risk
• Review and close findings on models in line with regulatory requirements
• Maintain detailed reports on validations performed in line with regulatory guidelines (SR11-7, OCC)
• Conduct risk assessment testing & discussions with relevant stakeholders