Specialist, Model Development, TCM
Core
Design, develop, and maintain integrated Treasury Capital Management (TCM) models for Economic and Regulatory capital, liquidity, and interest rate risk.
Role type
Quantitative model developer (financial risk)
Builds
Production quantitative models for capital and risk management
Domain
Financial services / Quantitative risk
Deliverable
production ML models
Required skills
Statistical programming, Data science, Python, R, SQL, Data engineering, ETL, Regulatory modelling, Financial analysis
Preferred skills
Experience in Treasury-specific domains (Economic Capital, LCR/NSFR, ICAAP, IRRBB), Handling large unstructured datasets
Technologies
Python, R, SQL
Responsibilities
Execute model builds, Perform data analytics, Ensure data integrity for modelling, Support model risk framework compliance
Seniority
Mid-level, hands-on IC
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