Vacancy expired!
Software Guidance & Assistance, Inc., (SGA), is searching for a Market Risk Analyst for a contract assignment with one of our premier financial services clients in Tampa, FL. Responsibilities :
- Develop stress testing models for EBA to manage market risk for firm's trading book.
- Familiar with the market risk modeling under Basel IIa framework.
- Assists in the development of analytic engines for business product lines.
- Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
- Participates on teams to solve business problems.
- Provides effective challenge to model assumptions, mathematical formulation, and implementation.
- Master degree or above, in STEM fields
- 1-2 year experience in a quantitative role in risk management.
- Good knowledge and understanding of model development and validation testing techniques covering risk models.
- ID: #44636042
- State: Florida Tampa bay area 33601 Tampa bay area USA
- City: Tampa bay area
- Salary: USD TBD TBD
- Job type: Contract
- Showed: 2022-08-06
- Deadline: 2022-10-04
- Category: Et cetera