Financial Risk Analyst

As a detail-oriented and analytical professional, your role will involve supporting model development, validation, and analytics within Capital Markets. You will be responsible for building derivatives pricing models, statistical models, Liquidity and Treasury models, performing data-driven analysis, and supporting risk management. Additionally, you will review policies and procedures, with a desirable understanding of ML and AI models. Key Responsibilities: - Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming. - Perform model validation and back-testing of existing models, identifying strengths, weaknesses, and areas for improvement. - Support Model Risk Management, Model Inventory, and Risk Controls. - Document model methodology, inputs, and outputs for audit and regulatory review. - Aggregate, cleanse, and analyze large datasets to support model assumptions and validation processes. - Develop streamlined model performance tracking and reporting dashboards. - Conduct ad hoc analysis and reporting for Valuation & Analytics teams. - Support risk management through statistical analysis and modeling of mortgage asset behavior. - Analyze hedge activity, including interest rate risk associated with financial instruments. - Assist in evaluating and structuring hedge programs. - Leverage macroeconomic indicators to perform scenario analysis and stress testing. Key Skills & Qualifications: - Masters/Bachelors in statistics, econometrics, or quantitative finance. - Proficiency in programming (e.g., Python, R, SAS, or similar). - Experience with large datasets and data analysis tools. - Knowledge of capital markets, mortgage assets, and risk management concepts preferred. - Strong analytical thinking, problem-solving, and communication skills. - 2-3 years of experience in Consulting/Investment Banking/Asset Management firms. As a detail-oriented and analytical professional, your role will involve supporting model development, validation, and analytics within Capital Markets. You will be responsible for building derivatives pricing models, statistical models, Liquidity and Treasury models, performing data-driven analysis, and supporting risk management. Additionally, you will review policies and procedures, with a desirable understanding of ML and AI models. Key Responsibilities: - Develop robust and comprehensive models using advanced statistical techniques and algorithmic programming. - Perform model validation and back-testing of existing models, identifying strengths, weaknesses, and areas for improvement. - Support Model Risk Management, Model Inventory, and Risk Controls. - Document model methodology, inputs, and outputs for audit and regulatory review. - Aggregate, cleanse, and analyze large datasets to support model assumptions and validation processes. - Develop streamlined model performance tracking and reporting dashboards. - Conduct ad hoc analysis and reporting for Valuation & Analytics teams. - Support risk management through statistical analysis and modeling of mortgage asset behavior. - Analyze hedge activity, including interest rate risk associated with financial instruments. - Assist in evaluating and structuring hedge programs. - Leverage macroeconomic indicators to perform scenario analysis and stress testing. Key Skills & Qualifications: - Masters/Bachelors in statistics, econometrics, or quantitative finance. - Proficiency in programming (e.g., Python, R, SAS, or similar). - Experience with large datasets and data analysis tools. - Knowledge of capital markets, mortgage assets, and risk management concepts preferred. - Strong analytical thinking, problem-solving, and communication skills. - 2-3 years of experience in Consulting/Investment Banking/Asset Management firms.