Design, implement, and maintain models for Counterparty Credit Risk (CCR) and Traded Risk, including VaR, Stressed VaR, RNIV, IRC, PFE, EPE, CVA, and Capital Models.
Develop Climate Risk models aligned with Science-Based Targets and sustainability objectives. […]
Validate model assumptions and methodologies, assessing performance and regulatory alignment. […]
Support the integration of climate risk factors into existing credit exposure models and stress-testing frameworks. […]
Develop Python-based tools, libraries, and analytics to enhance model efficiency and risk measurement processes. […]
Work...