某外资银行
Treasury Analytics
银行业
银行及金融服务
上海
5-10年
本科
面议
公司介绍
Designing, implementing, deploying and maintaining quantitative analysis solutions written in SQL and Python.
Assisting in financial modelling. Providing financial and analytical, modeling expertise to build, run, back-test and improve quantitative models
职位描述
Authoring and maintaining comprehensive documentation for key Treasury models (e.g., liquidity risk, market risk), ensuring compliance with internal Model Risk Management policies and regulatory standards.
Leading MRM-related documentation activities, including the timely remediation of validator findings, and effectively bridging the gap between technical model developers and MRM’s requirements.
Responsible for Model Ongoing Performance Monitoring (OPM) processes and reports.
Managing the end-to-end documentation lifecycle for models, including maintaining standardized templates, version control, model change log, and coordinating review cycles with stakeholders (e.g., model owners and Model Risk teams).
Identifying, researching, and proposing improvements to documentation processes, templates, and governance procedures to enhance quality and operational efficiency.
Performing other financial analysis, research assignments, and other job duties as assigned.
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