Market Risk Analytics Role - Python - Investment Bank

Market Risk Analytic - Investment Bank (Python experience must)

- To work closely with the Global Capital and Rating Methodology (CARM)/Risk Architecture Office (RAO) team on the projects related to Economic/Regulatory capital models (eg. FRTB)

- To be a key point of contact with respect to such models.

- Work closely with Risk Managers who are the end users of such models and risk IT who develops these model in risk system.

- Actively participates in validation of the model / model-changes during implementation phase.

- Create analytical tool/provide support in creating such tools to facilitate offline calculation of risk numbers with respect to Economic capital.