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Market Risk Analytics Consultant - Incremental Risk Models
Core Responsibilities: This impactful??role will work on the development and testing of Incremental Risk Charge model. Main duties:?? ??? Development, review, testing and enhancement of IRC model. ??? Development of extensions and additional capabilities to market risk capital calculations. ??? Collaborate with the other teams (data, IT, change management) to ensure that model changes and extensions are appropriately implemented. ??? Support model developers throughout the model development and implementation cycle by providing ad-hoc analysis or any other relevant request ??? Document model extensions and associated developmental analysis, present results to partners and stakeholders Skills required


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