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Investment Risk Consultant
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$60 - $65 an hour
- Assist the efforts to implement, develop, and enhance ERM s analytical capabilities related to credit/market risk across a wide range of fixed income asset classes, derivatives, and equity.
- Building on company's current approach, assist in developing and syndicating a comprehensive framework for measuring portfolio credit & market risk, that considers different accounting and capital regimes, including asset and liability impacts, with a particular emphasis on economic capital.
- Build meaningful reports by asset class and comprehensive level, collaborating with the quant development and IT/engineering teams.
- Use of Python/ SQL. Also, use of spreadsheets and VBA to do prototyping and analyze data.
- Expand the use of Moody s credit risk tools in place at Client today.
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