Quantitative Risk

Quantitative Risk role focused on delivering modeling and analytics solutions to assess counterparty credit risk and market risk for SSGM, with responsibilities spanning model methodology research, prototyping, building financial models, documenting methodology and implementation, and designing monitoring plans. The position requires collaboration with Model Risk Management, Audit, and Financial Regulatory Assurance to ensure governance and control, coordination with IT for production processes, and timely CCAR deliverables. The role operates with hybrid telecommuting per company policy and involves delivering analyses for BAU risk management and liaising with control functions and business users. The candidate should have strong Python/SQL programming skills, experience with VaR/PFE/CVA models, and knowledge of derivatives, RMBS, equities, and yield curve methodologies. The overall objective is to advance the existing codebase, propose new solutions, and ensure robust risk analytics within a fast-paced, highly collaborative environment.