Quantitative Risk Management Officer - Model Risk Management
Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc)
Key Responsibilities and Duties
Market Risk Model Management
Model Development and Validation
Model Risk Assessment and Governance
Educational Requirements
University (Degree) Preferred
Work Experience
3+ Years Required; 5+ Years Preferred
Physical Requirements
Physical Requirements: Sedentary Work
Career Level
7IC
Job Description
This position requires the candidate to work with Risk Data Analytics and Infrastructure team to build and enhance risk analytics systems, processes, reports to support the Enterprise Risk team at TIAA. The ideal candidate must have robust experience performing financial risk analysis and implementing models in Python.
Required Skills
Bachelors in information technology or related fields
Prior experience with Python to perform financial risk analysis and modeling.
Prior experience and domain knowledge in Asset Management / Financial Risk Management Technology: Deep understanding of financial products data (Equities, Fixed Income)
Excellent verbal and written communication skills.
Preferred Skills
Experience in building various feeds to risk engines (MSCI Risk Manager, FactSet) using batch or service API.
Experience with R
Experience with reporting or data visualization tools (Tableau or Power BI)
Experience with RDBMS (Oracle, MS SQL, MySQL)
Related Skills
Advanced Mathematics, Communication, Critical Thinking, Data Analysis, Financial Acumen, Financial Modeling, Market/Industry Dynamics, Model Validation, Prioritizes Effectively, Problem Solving, Programming, Quantitative Analysis, Statistics_
Company Overview
TIAA Global Capabilities was established in 2016 with a mission to tap into a vast pool of talent, reduce risk by insourcing key platforms and processes, a