Address
Form of work
Salary- The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits
- Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.
Key Responsibilities:
- Support the development of ERA data, analytics, tools and processes.
- Support calculations, analysis and reporting of the stress loss data for all risk pools, especially for market risk and counterparty credit.
- Create risk reports based on business requirements.
- Create unit test cases/plan based on the business/functional requirements and conduct unit testing.
- Assist users to conduct acceptance testing to ensure all the requirements are met.
- Provide production support on GSST and other ERA programs.
Qualifications:
- Masters and above degree in a quantitative discipline
- Proficient in data structure, better to have database design knowledge
- Proficient in general data transformation method (pivoting, slice & dice, row-based/column-based data processing, etc.)
- Strong Python programming skills
- Familiar with large data processing, be able to write script/automation utilities quickly respond to ad-hoc request.
- Good knowledge about bond product, bond pricing, market risk, credit risk.
- Some accounting background (balance sheet knowledge, asset/liability, investment, etc.) is a plus.
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Job Family Group:
Risk Management
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Job Family:
Risk Analytics, Modeling, and Validation
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Time Type:
Full time
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