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SQL Developer

Posted 19 days ago

Terrific 6+ month remote contract opportunity for a SQL Database Developer.  Will build a SQL database to act a repository for risk models for the Quantitative Risk and Stress Testing (QRS) group. Models include coverage of Market Risk, Counterparty Credit Risk, Wholesale and Retail loan loss reserve and capital, Economic Forecasting, and Risk Capital models. Will design, develop and maintain and monitor the database to help the group to maintain the requisite level of transparency and accountability throughout the end-to-end model development process, which over time must be harmonized between all QRS teams and in the interactions with Model Risk Management and the Model Sponsors.

Qualifications:
•    Bachelor’s degree; Masters in a quantitative field preferred (econometrics, statistics or computer science).
•    5+ years of experience as a SQL Developer including design, develop and support; MySQL preferred.
•    Must have Python and Tableau experience.
•    Deep financial services industry experience with large financial service firms.
•    Experience in Risk Management, Risk Systems, and Project Management 
•    Experience with risk models and Qualitative risk.
•    Understanding of stress testing qualitative risk models
•    Knowledge of Regulations that pertain to forecasting and their implications to model development.
•    Prior experience working with Model Risk Management SR 11-7 requirements or ability to quickly ramp up.