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ETAR Risk Specialist Sr
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Full-time
- Description Summary:The ETAR Risk Specialist Sr., conducts modeling, development, research and analysis to ensure appropriate modeling techniques and assumptions deployed in the company’s trading and risk systems, in order to adequately capture the company’s market and counterparty credit risk, and keep ongoing compliance with model risk management requirements, and regulatory requirements.
- Duties and Responsibilities:Comprehensive model documentation and continuous enhancement of the models, as well as the ability to communicate with traders, risk partners, senior management and regulators effectively.
- Analyze and explaine changes to VaR, DV01, PFE, and other risk metrics due to market and model/position changes to ensure the changes are expected.
- Partner with model validation, audit, and Segment Risk Officers to respond to their requests on a timely and accurate basis.
- Work closely with capital market risk production team to ensure the model ongoing performance monitoring and outcome analysis.
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