Easter Seals Jobs

Develop and enhance VaR, economic, financial risk, and concentration risk models. Work closely with Risk Methodologies Group and Market/Credit Risk Managers. Develop and periodically update prototype models using Python, R, Matlab, and VBA. Implement models into strategic risk system, including developing methodology, building prototype, writing technical business requirements, performing model testing, ensuring compliance with regulatory requirements, and liaising with Model Validation Group. Serve as subject matter expert for Portfolio & Market Risk Analytics (PMRA group) models and provide support to model users (i.e. risk managers). Participate in periodic review of models and calibration of model parameters. Support Model Validation Group and Audit teams during validation and review of PMRA models.Requirements:Master’s Degree in Statistics, Econometrics, Financial Risk Management, or Financial Mathematics, plus 2 years of experience in the position offered or a risk analysis role at a bank or financial services firm.* *All required experience must have included analyzing quantitative models for different risk types (market risk, counterparty risk and liquidity risk), covering various financial products and asset classes; validating the conceptual soundness of model methodology; evaluating the data inputs and calibration processes; performing stress tests, back testing, and sensitivity analysis to model assumptions and parameters; applying knowledge of mathematical concepts like probability, statistics, differential equations, and stochastic calculus; and using Python, SQL, Matlab and VBA.This role entails hybrid work, with time split between working in our New York City office and flexibility to telecommute from another U.S. location.#LI-DNI

Minimum Salary: 155,000 Maximum Salary: 205,000 Salary Unit: Yearly