About The Position

Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation. Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA). Develop and maintain technical documentation. Support various tasks in response to regulatory and internal risk management requirements.

Responsibilities

  • Collaborate with other teams include Risk IT to implement new models
  • Resolve production issues and enhance existing implementation
  • Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA)
  • Develop and maintain technical documentation
  • Support various tasks in response to regulatory and internal risk management requirements
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