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Job Description
- Use statistical modeling including Excel to collect and interpret financial data and to analyze current assets, liabilities, risk exposures, and changing market conditions.
- Credit risk analytics to assess and manage risk.
- Analyze market data to forecast future risk and returns using data mining, analysis and statistical modeling.
- Identify and analyze areas of potential risk to assets or earning capacity including rates, spreads, FX, equity.
- Identify risks and mitigating factors of assets and lending products, perform Value-at-Risk, corporate stress testing, correlation, and Risk Capital and Risk Appetite Ratio analyses by developing risk-assessment models, tools and methodologies to forecast, analyze portfolio performance, explain risk positions, or recommend changes.
- Risk and credit analysis for portfolio and stress testing scenarios.
- Evaluate financial risks, simulate funding scenarios, and evaluate risk profiles for equity and debt portfolios.
- Risk Manage Hedge Funds including their portfolio, performance, leverage and liquidity profiles.
- Conduct risk/return analyses using historical data and projections. Model development and model validation.
- Work on risk and liquidity framework for monitoring risk related processes and analytics for up-to-date risk controls and governance.
- Evaluate current capital allocations, risk exposure, and risk appetite.
- Use Risk Weighted Assets (RWA) models to monitor capital and risk appetite and contribute to development of Risk Weighted Assets RWA framework.
Job Requirements
- BS degree in Economics, Banking, Finance, Statistics, Business, or related field.
- 1-3 years of experience in related job is preferred
- Fluent English
- Excellent MS office
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