About this role

Conduct quantitative analysis to support market risk model validation across banking book (IRRBB) and trading book.
Partner with stakeholders to define data and information requirements for IRRBB, balance sheet/ALM, and trading book analytics; create and maintain data structures, transformations, and controls to enable repeatable analysis and reporting.
Validate quantitative models used for market risk and valuation, including IRRBB metrics (e.g., EVE/NII sensitivities)
Apply critical thinking to select fit-for-purpose methodologies for market risk use cases (banking book vs trading book)

Bachelor’s degree (or its equivalent) in statistics, mathematics, economics, financial engineering, data sciences, predictive modeling, or other quantitative disciplines and at least 2 years of relevant experience; 1 with master’s or PhD
Data literacy understanding of and ability to create data structures / transformations
Advanced Microsoft Office Suite
SQL/NoSQL Relationship data structure
Advanced Python/R/SAS
Familiarity with balance sheet/ALM modeling platforms (e.g., QRM) and associated data inputs/assumptions

Incentive compensation which may include production, commission, and/or discretionary incentives
flexible options in circumstances where roles can be performed effectively in a mobile environment

Quant Analytics Lead Associate – Market Risk Model Validation

Key skills