Risk Engine Engineer (Acadia)- Remote (USA/Canada)

Job Title: Risk Engine Engineer (Acadia)

Job Location: Remote (USA/Canada)

Job Type: Contract 12+ Months (C2C/W2)

Project Description

The Risk Engine Engineer role is in the counterparty credit risk (CCR) modelling and analytics team within R&C model development group. The candidate is joining our global team for the counterparty credit risk modelling covering all assets classes, and in particular, for FX and interest rate derivatives.

Responsibilities

Upon joining the team, the candidate is expected to be immediately working on the long-term strategic counterparty credit risk model replacement project (and subsequently any downstream models affected), responsible for all aspects of model implementation, model testing and reconciliation, design of ongoing performance monitoring plan, and documentation of the model submission package for model risk team's review.

Skills...