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ETAR Analytics Manager
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Full-time
- The ETAR Analytics Manager, part of the corporate Enterprise Trading Analytics and Reporting team, drives development as a subject matter expert in all aspects of market risk and counterparty risk measurement, model development, in-depth analysis, internal and regulatory risk reporting, stress testing, and model ongoing monitoring in a strong team-oriented working environment.
- Development and implementation of market and counterparty credit risk measurement models, P/L analysis, and model monitoring and documentation to support Capital Markets activities
- Production of committee presentation materials and regulatory market risk disclosures.
- Execution of ongoing monitoring results in alignment with internal and supervisory market risk management and model risk management expectations.
- Enhancement of front office system and ad hoc analytics capabilities, including research and analysis in order to adequately measure residual market risks in FX, commodity, interest rate derivative, mortgage-backed security and fixed income portfolios.
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