Financial Risk Analyst

Job Summary:

We are seeking a detail-oriented and analytical professional to support model development, validation, and analytics within Capital Markets. The role involves building derivatives pricing models, statistical models, Liquidity and Treasury models, performing data-driven analysis, and supporting risk management, reviewing policies and procedures, understanding of ML and AI models is desirable.

Key Responsibilities:

Model Development & Validation

• Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming.
• Perform and model validation and back-testing of existing models and identify strengths, weaknesses, and areas for improvement.
• Understanding of Model Risk Management, Model Inventory and Risk Controls
• Support documentation of model methodology, inputs, and outputs for audit and regulatory review.

Data Analysis & Rep...