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 & Reporting
- Aggregate, cleanse, and analyse large datasets to support model assump...