- Quantitative analysis ? Performing quantitative analysis, understanding quantitative methodology documentation and creating appropriate test cases.
- Work closely with Risk analytics across risk dimensions such as credit, market and other risks and assist in implementing test models; contribute to the building of analytics platform.
- Work closely with all levels of Risk Management across products and business units in performing end to end project delivery activities.
- Data analysis ? analyzing, validating and documenting system feeds and calculated results
- Identify and communicate key project risks, define mitigation strategies and manage to resolution
- Track and maintain change request documentation to ensure that all additional requirements are traceable
- Develop test strategies, document test scenarios, and coordinate the execution of test scripts
- Lead peer reviews and inspections of requirement documentation.
- Strong quantitative background with a degree in Engineering, Computer Science or Mathematics required.
- Strong programming skills (acquired academically or through hands-on experience); preference for C++ and Python.
- Strong analytical and problem solving skills
- Capable of performing end to end analysis to identify gaps and propose solutions
- Understanding of Credit, Market and Operational Risk Management concepts
- Familiarity with stress testing methodologies such as CCAR is a plus.
- Background in project management and experience defining and documenting business requirements is plus
- Able to quickly grasp and master new subject matter and related concepts
- Manage tight deadlines or unexpected requirement changes
- Willingness to ask questions and challenge existing processes for operational efficiencies
- Well organized and good attention to detail
- Strong communication skills both verbal and written
- Comfortable interacting and building consensus across functions and levels of seniority
- Team player in both solid and matrix line reporting organizations
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