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Modelling and Analytics Specialist – Client Advisory role
June 2, 2018
Some of your responsibilities will be:
Play a hands-on role in client project execution for customised model development and model validation advisory assignments, working in close collaboration with engagement teams to ensure that the client is comfortable with proposed solution.
Evaluate different modelling approaches and software platforms (e.g. R, SAS, Python, Excel/VBA, etc)
Work on a project team responsible for developing a suite of stress testing models
Define and develop procedures and standards for modelling content and relating documentation supporting project needs, and clients business and model validation requirements
Guide project teams to create state of the art custom model development (including relevant analytics and reporting.)
Contribute towards business development, relationship management, lead qualification and strategic product development
Liaise / collaborate with asset/market experts in customised model development process
You Will Need
At least 2 years' experience either in developing, implementing and/or validating models using underlying methodologies
Team player with strong interpersonal / leadership skills
Experience in several scripting, data management and / or visualisation tools as well as programming languages, e.g. VBA, R, Python, SAS and SQL.
Experience in code design and architecture (modularization
Ideally experience in Credit risk model development / validation (PD, LGD, EAD) – however open to all risks and stress testing experience is of particular interest
Good understanding of Market model development/validation
B.A. / B.S. in an engineering, technical or quantitative discipline: Computer Science, Math, Statistics, operations Research, Engineering, Physics