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Risk Modeller

  • Location: Tampa, 33610
  • Job Type:Contract

Posted 10 days ago

Grow your career as a Risk Modeller with an innovative global bank in Tampa, FL. Long-term contract with excellent growth potential. Will be required to be onsite 2-3 days per week. Will help on developing the model of stress testing for Incremental Risk Charge (IRC) for regulatory purpose.
 
Responsibilities:
  • Develop stress testing models for EBA (European Banking Authority) to manage market risk for the company’s trading book.
  • Assist in the development of analytic engines for business product lines.
  • Conduct analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
  • Participate on teams to solve business problems.
  • Provide effective challenge to model assumptions, mathematical formulation, and implementation.
 
Qualifications:
  • Master degree or above, in STEM fields.
  • 1 to 2 years of experience in a quantitative role in risk management.
  • Must have a strong background on quantitative field, such as statistics.
  • Prefer some experience on model development.
  • Familiar with the market risk modeling under Basel IIA framework.
  • Good knowledge and understanding of model development and validation testing techniques covering risk models.
 
About our client
 
Our client stands as one of the worlds most renowned global banks and trusted brand with over 200 years of continuously evolving financial services. Its teams provide unique insights to more than 200 million clients and enable progress all over the world. While growing your career, you will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Candidates will be responsible for following the client's COVID-19 protocols. Please refer to your MATRIX representative for specifics.

About Us

At MATRIX, we expertly match talented professionals with job opportunities to elevate careers. Since 1983, we have placed thousands of professionals at innovative clients across every industry ranging from small startups to Fortune 50 companies. It’s why we’re consistently in the top 25 of all U.S. IT staffing firms and why our consultants rate us well above the industry average, earning us ClearlyRated's Best of Staffing awards year after year. People come to us for a job, and stay with us because of our top-notch consultant care.

MATRIX is and Equal Employment Opportunity employer including disability and veteran and provides reasonable accommodations for all qualified individuals.  Supporting medical or religious documentation will be required where applicable. If you are a qualified individual you may request a reasonable accommodation under the American Disability Act (ADA). If you are a person with a disability needing assistance applying, or at any point in the hiring process, please email us at MATRIX_HR@MatrixRes.com. To ensure a quick response to your request, please use the words “Accommodation request” as the subject line of your email.

For hourly W2 contract roles MATRIX offers a highly competitive benefit package including Medical, Dental, Vision, Life, Disability, HSA, and 401(k) with pre and post-tax options.  Please see MatrixRes.com/Benefits for more information.

For direct hire placement with our clients, benefits would be offered in accordance with that particular client’s offerings. This may include PTO, Medical, Dental, Vision, 401K and other pre and post-tax options.