Risk Model Monitoring Metric Consultant

***Hybrid, 3 days onsite, 2 days remote***

***We are unable to sponsor as this is a permanent full-time role***

***1 Year Long Contact, that can be Contract to Hire***

Responsibilities:

• Develop and maintain risk model monitoring metrics for financial products and derivatives in Python, Alteryx and Tableau.
• Perform model performance testing, including portfolio back-testing using historical data
• Write and review documentations for model monitoring metrics, prototypes and implementation
• Review implementation of model monitoring metrics and algorithms focusing on requirement verification, coding, and testing quality
• Provide quantitative analysis and support to risk managers on pricing, margin, and risk calculations
• Support the launch of new products' monitoring metrics
• Develop Python scripts with Pandas and object-oriented programming to automate data processing
• Conduct visualization and exploratory analysis using advanced statistical methods
• Apply advanced econometric and stochastic models for pricing models
• Implement machine learning and time series analysis techniques
• Perform model stress testing and backtesting for CCAR
• Participate in model performance monitoring code reviews and troubleshooting

Qualifications:

• Master's degree in finance, financial engineering or related and four (4) years of experience as a financial specialist, model risk specialist or related
• Familiar with SQL, Python, Github, Jira, Alteryx and Tableau