Lead Quantitative Analytics Specialist

The Model Risk Management team is responsible for end-to-end oversight and risk management of models used across the enterprise. This includes the assessment and mitigation of risk created by models throughout the model lifecycle including Development, Validation, Usage and Ongoing Monitoring. Markets division of MRM is responsible for the validation, performance monitoring and oversight of models used in trading, market and counterparty risk management. These models are used to price and hedge trading (including derivatives and fixed income) transactions, as well as to measure the risk of possible economic loss from adverse changes in market risk factors such as equity and commodity prices, interest rates, credit spreads, foreign exchange rates, mortgage rates, market liquidity dynamics, or counterparty defaults. Markets MRM is also responsible for models specifically designed for electronic trading activities including signal models and order execution strategies.