Strong quantitative educational background, exceptional problem-solving skills, and an ability to independently manage model validations
3+ years' of experience in risk management, including a deep understanding of financial products, key risk factors, and advanced modelling techniques regarding CCR, model performance assessments including back-testing, and curve bootstrapping.
Effective collaboration and communication skills, capable of working with multiple stakeholders to achieve strong model risk outcomes and an analytical mindset that can navigate model risk policies and regulations
Experience with model calibration using statistical or stochastic models, advanced numerical/statistical techniques, with knowledge of computational finance
Proficiency in with high-level programming languages (Python, R); exposure to low-level languages (C++) is valuable.