Job Description
About Us : Join our dynamic team in Integrated Risk Insights within Risk Appetite & Portfolio Management, Enterprise Risk, where we assess and manage financial risks for the total Enterprise. We optimize the capital allocation to improve risk-adjusted returns, monitor the portfolio's financial risks and develop new risk metrics. The Team interacts with a variety of stakeholders across the firm and is focused on improving the integration of risk insights across Enterprise Risk groups including risk appetite, stress testing, and strategy, among others.
Key Responsibilities
- Applies mathematical and statistical methods to financial and risk management problems such as calibrating internal limits, optimizing capital allocation, or identifying and monitoring key risk indicators.
- Develops and implements frameworks that improve the integration of risk insights across Enterprise Risk Management.
- Conducts research and creates tools to help...