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Model Risk developer

Job Title: Model Risk developer
Contract Type: Permanent
Location: Manhattan, United States
Industry:
Salary: $185,000
REF: 0002
Contact Name: Nick Vermeire
Contact Email: nick.vermeire@palmmason.com
Job Published: over 2 years ago

job description

Tier 1 US investment Bank are currently hiring several developers to join their model risk and development group. This is an analytic's development position which will be working in a cross-asset development environment developing models and maintaining and enhancing their existing risk analytic framework.

 

Core Responsibilities:

 

  • Maintain and enhance our risk analytics framework and make improvements to its flexibility and performance.
  • Work on the implementation of the next generation of our framework.
  • Integration of pricing models. Work on analytics delivery for Capital calculations

 

For more information please apply.