Being a member of our Risk Management team, you’ll work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.

Responsibilities:

• Evaluate and monitor the performances various models
• Enhance and maintain various in-house FICC/NSCC risk models
• Develop solutions to mitigate risk on model limitations and other emerging risks
• Develop model prototype and conduct impact study as part of the model development process
• Conduct quantitative analyses related to risk models with emphasis on data driven research
• Collaborate with cross-functional team to assemble data for risk modeling
• Write model document with clear model development evidence and logic
• Design and produce reports and presentations for sharing information with model users and model risk control functions
• Work with technology and other cross functional teams on model production
  implementation
• Provide quantitative support to internal risk managers, external supervisors, and NSCC’s
  clients.

Qualifications:

• PhD preferred, Master’s degree a requirement
• Minimum of 3 years of hands-on experience in financial industry building/deploying sophisticated models using both Python and SQL
• Solid advanced math/statistics knowledge.
• Programming skills in SQL, MATLAB, R or Python. Additional programming language such as C, Java is a plus.
• Strong analytical skills and innovative problem-solving skills
• Excellent communication skills, both oral and written

MUST HAVE:

Masters or above

Machine Learning

Quantitative Fields

Fixed Income

Statistics

Modeling Skills

Modeling Document

Model Evidence

NICE TO HAVE:

AWS Knowledge

Java

INTERVIEW PROCESS:

No HireVue

Series of 30 minutes interview with 4-5 team members

ADDITIONAL INFORMATION:

You will be working with Financial modeling together with the Machine Learning technics.