Model Developer

Overview

As a Model Developer, you are responsible for aspects of the development lifecycle of quantitative models in market, corporate/commercial, retail, credit, and Expected Credit Loss (ECL). Ensure all processes and procedures conform to both enterprise and regulatory requirements on model governance.

What you'll contribute

• Conduct specific aspects of the model development cycle which includes data acquisition, assessing data integrity, model development, documentation, and implementation assistance for quantitative models of Credit, Market, and Liquidity risks
• Use techniques from quantitative risk management, financial mathematics, and econometrics to develop and change existing risk models as model performance triggers are received, including but not limited to ECL models
• Ensure compliance with ongoing internal and regulatory initiatives
• Bring innovation to the Group in the development, refinement and implementation ...