Job Description
Barclay Simpson are currently working with a
leading US retail bank to recruit a Quantitative Risk Modeler for their
Washington office.
The successful individual will be responsible for:
- Developing and implementing all components of
financial models, cash flow simulations, P&L and risk metrics
calculations
- Assess model implementation quality and
production control risk
- Design and execute test cases for modeling and
analytical software applications
- Execute model application runs,
process/validate model outputs, and produce/review quantitative reports
- Evaluate system requirements for model and
analytical applications such as computing power, storage, network, and
security, and recommend technology platforms and architecture designs for
model applications to ensure robust and scalable execution.
- Work and collaborate effectively, as part of a
team and across organizational lines.
- Provide technical guidance or coaching to more
junior staff.