Financial Risk Analyst / Model Risk & Capital Markets Analyst

As a detail-oriented and analytical professional supporting model development, validation, and analytics within Capital Markets, your responsibilities will include: - Developing robust and comprehensive models using advanced statistical techniques and algorithmic programming. - Performing model validation and back-testing of existing models, identifying strengths, weaknesses, and areas for improvement. - Understanding Model Risk Management, Model Inventory, and Risk Controls. - Supporting documentation of model methodology, inputs, and outputs for audit and regulatory review. You will also be responsible for: - Aggregating, cleansing, and analyzing large datasets to support model assumptions and validation processes. - Developing streamlined model performance tracking and reporting dashboards. - Conducting ad hoc analysis and reporting for Valuation & Analytics teams. Additionally, you will support risk management through: - Statistical analysis and modeling of mortgage asset behavior. - Analyzing hedge activity, including interest rate risk associated with financial instruments. - Assisting in evaluating and structuring hedge programs. - Leveraging macroeconomic indicators to perform scenario analysis and stress testing. Qualifications required for this role: - 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 supporting model development, validation, and analytics within Capital Markets, your responsibilities will include: - Developing robust and comprehensive models using advanced statistical techniques and algorithmic programming. - Performing model validation and back-testing of existing models, identifying strengths, weaknesses, and areas for improvement. - Understanding Model Risk Management, Model Inventory, and Risk Controls. - Supporting documentation of model methodology, inputs, and outputs for audit and regulatory review. You will also be responsible for: - Aggregating, cleansing, and analyzing large datasets to support model assumptions and validation processes. - Developing streamlined model performance tracking and reporting dashboards. - Conducting ad hoc analysis and reporting for Valuation & Analytics teams. Additionally, you will support risk management through: - Statistical analysis and modeling of mortgage asset behavior. - Analyzing hedge activity, including interest rate risk associated with financial instruments. - Assisting in evaluating and structuring hedge programs. - Leveraging macroeconomic indicators to perform scenario analysis and stress testing. Qualifications required for this role: - 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.