Description

You will develop and maintain risk models for regulatory stress testing and company risk management.

This role is on-site.

Responsibilities

• Develop risk models in Python and R to forecast balance sheet, fee revenues, macroeconomic factors, and expenses.
• Design and build model execution workflows for stress scenarios, sensitivity, and attribution analysis.
• Coordinate with functional teams to implement, test, and document financial models.
• Develop tools to monitor and analyze model performance against expected application levels.
• Apply statistical and analytical tests to validate models and results, creating presentations using visual analytics.

Required Skills

• 8+ years of relevant work experience in a related field.
• Expertise using Python and R for model development.
• Proficiency manipulating large financial datasets using SQL and Pandas.
• Understanding of designing and implementing mathematical, financial risk, and ML models.
• Knowledge of advanced statistical techniques, including regression, time series analysis, and statistical tests.
• Experience applying data mining, data modelling, and machine learning to financial data.
• Strong written and verbal communication for cross-team coordination.

Preferred Skills

• Familiarity with C++, Java, or Matlab.

Key Skills

Education

Any Graduate