Risk Model Monitoring Metric Consultant

Overview

Hybrid
Depends on Experience
Contract - W2
Contract - Independent
Contract - 12 Month(s)

Skills

Python
Alteryx
Tableau
Risk Models
SQL
Model Monitoring
Metrics

Job Details

***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

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