• Maintain and enhance in-house risk models.
• Develop model performance measurements, generate model performance monitoring report, and perform ad hoc analysis to explain model behavior.
• Conduct research related to capital market and risk modeling.
• Develop, establish, and maintain key analytical process.
• Collaborate with related teams on model validation, production implementation.

Qualifications

Required Skills

• Master’s degree or higher in a quantitative field of study
• 5+ years of hands-on experience in quantitative models, research, with deep understanding in equity, fixed income, or derivatives market.
• Familiar with banking, financial institutions, financial instruments, and capital markets
• Knowledge of risk analytics of Treasury securities, MBS pricing, equity, or/and short term financing instruments.
• Strong analytical, quantitative, and problem-solving skills, as well as demonstrated research capacity; knowledge and experience on data science/Machine Learning a plus.
• High Level of digital literacy, ability to work efficiently with Python (or C++), SQL, Excel, and/or R; experience with snowflakes a plus
• Good communication skills, both oral and written
• Excellent attention to detail and focus on quality of deliverables.

Preferred Skills

• Knowledge and experience on Data Science/Machine Learning
• Experience with Snowflake