Tech Expert Risk Model Validation

About the role

The Modeling Team (FQA - Financial Quantitative Analysis) develops, tests, and maintains the valuation framework to support the management of the hedging portfolio. The team also manages the automation around the daily large-scale Monte-Carlo simulations used to value the 300K+ customer accounts we manage. We are seeking team members to help us maintain and enhance a best-in-class valuation framework.

Responsibilities

• Create, document and execute test plans for: economic product models, data systems and automation processes.
• Assess, document and communicate financial impact of model changes to the relevant constituents across the division and enterprise.
• Provide feedback to developers and model owners to improve business requirements, system specifications and implementation strategy.

Qualifications

• Detail and process oriented.
• Degree in computer science, engineering, finance, computational science or math.
• 3+ years of business experience, preferably with a global bank or in an insurance company.
• Knowledge of and experience in creating production quality financial models and databases.
• Programming experience in C++ /Python/C#/MS SQL.
• Good written and verbal communication skills.
• The ability to work within a large and diverse team.