... a broad range of Investment models, including models used for managing derivative exposures, liquidity, risk models and systematic investment strategies. This ... to understand and challenge existing models to identify and drive improvements. ...
... a broad range of Investment models, including models used for managing derivative exposures, liquidity, risk models and systematic investment strategies. This ... to understand and challenge existing models to identify and drive improvements. ...
... within GA&A, focusing on Model Risk, Data & AI across CBA. The Models, Data & AI team reviews the ... a Senior Audit Manager for Models, AI, and Data, you will ... ) with a strong background in Model Risk, Artificial Intelligence, and Data ...
... within GA&A, focusing on Model Risk, Data & AI across CBA. The Models, Data & AI team reviews the ... a Senior Audit Manager for Models, AI, and Data, you will ... ) with a strong background in Model Risk, Artificial Intelligence, and Data ...
... ) and nonlinear derivatives (( options, swaptions, exotics) Ability to challenge derivative valuation and risk models Understanding regulatory expectations in relation ...
... will include extensive engagement with model owners and developers and project ... will entail: Validation of quantitative models used for pricing and risk ... CDS) and nonlinear ( options, swaptions, exotics) derivatives. Understanding accounting and regulatory ...
... will include extensive engagement with model owners and developers and project ... will entail: Validation of quantitative models used for pricing and risk ... nonlinear (e.g. options, swaptions, exotics) derivatives. Understanding accounting and regulatory ...
... :The Retail Credit Model Analytics team supports the management ... on the retail credit models under both the IRB Regulatory ... Manager, Retail Credit Model Analytics.Risk Management is responsible ... interest in credit risk models as well as risk management ...
... Data Robot for model builds and Data Robot for model deployment. Our client is looking ... streams: first, building models in Python and or Data ... search, feature engineering, model selection, model evaluation, and model deployment. The second will work ...
... of software tools to accomplish model downscaling, data management, real time model runs, and other regional modelling ... role include: Develop numerical ocean models and perform model runs in a high-performance ...