/review Credit Risk models (e.g. AIRB, IFRS 9, CECL, adjudication/behavioural scoring models and CCAR models) based... spent within a credit risk model development or model validation team at a major financial institution, showcasing...
like? In this role you will help financial services industry (FSI) clients face quantitative issues with informed confidence. Using... to their complex challenges. Develop/validate/review Large Language Models models (LLMs) based on industry best practices...
challenges. During your typical day you will develop/validate/review Capital Markets and Market Risk models (e.g. Financial... Derivatives Pricing, VaR, Counterparty Credit Risk, XVA, FRTB, IBOR Transition and CCAR models) based on industry best practices...
with our exponentially expanding Financial Engineering and Modeling group? Are you up for the challenge to help the most sophisticated... models (e.g. Structural Interest Rate Risk, Liquidity Stress Testing, Capital Adequacy, Fund Transfer Pricing...