Assistant Vice President

• International Bank seeks a quantitative analytics individual to develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Leverage generative AI and Large Language Models (LLMs) to accelerate documentation, code development, rule interpretation, and process automation.

Requirements:

4 to 7 years experience in a quantitative risk environment within banking or financial services.

Experience with model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.