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Quantitative Risk Management Officer - Model Risk Management Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc) Key Responsibilities and Duties Market Risk Model Management Model Development and Validation Model Risk Assessment and Governance Educational Requirements University (Degree) Preferred Work Experience 3+ Years Required; 5+ Years Preferred Physical Requirements Physical Requirements: Sedentary Work Career Level 7IC Job Description This position requires the candidate to work with Risk Data Analytics and Infrastructure team to build and enhance risk analytics systems, processes, reports to support the Enterprise Risk team at TIAA. The ideal candidate must have strong experience performing financial risk analysis and implementing models in Python. Required Skills Bachelors in information technology or related fields Prior experience with Python to perform financial risk analysis and modeling. Prior experience and domain knowledge in Asset Management / Financial Risk Management Technology: Deep understanding of financial products data (Equities, Fixed Income) Excellent verbal and written communication skills. Preferred Skills Experience in building various feeds to risk engines (MSCI Risk Manager, FactSet) using batch or service API. Experience with R Experience with reporting or data visualization tools (Tableau or Power BI) Experience with RDBMS (Oracle, MS SQL, MySQL) Related Skills Advanced Mathematics, Communication, Critical Thinking, Data Analysis, Financial Acumen, Financial Modeling, Market/Industry Dynamics, Model Validation, Prioritizes Effectively, Problem Solving, Programming, Quantitative Analysis, Statistics Disclaimer: This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.
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