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Build and maintain risk management diagnostic, benchmarking and scenario analysis tools for CLS participants and jurisdictions utilizing proprietary and public macroeconomic data. Compile, analyze and report financial sector liquidity trend and metrics for senior management and supervisory agencies.
M.S. degree from a top tier institution with work experiences in a bulge bracket investment bank in quantitative disciplines. Superior critical thinking and analytical skills, combined with creativity, innate curiosity, attention to details and a strong work ethic; comfortable working collaboratively in a research-driven environment. Adept at financial scenario modeling with firm grasp of statistical modeling principles; programming skills a must and CCAR scenario construction experiences preferred. Strong understanding of economic data and implications of central-bank policy decisions and geopolitical issues. Ability to provide effective verbal and written interpretations on technical analysis.