-based capital and can impact the capital multiplier. Perform the daily back-testing by benchmarking Basel 3 MonteCarlo..., factor sensitivity by risk asset class, and global stress testing limits. Provide ad hoc in-depth data analysis of key...
., derivative pricing, interest-rate modelling, econometrics, stochastic processes, Monte-Carlo simulation * Good interpersonal... presentation skills including the ability to present technical topics to a varied audience Strong analytical skills including data...
Monte-Carlo simulations and baseline product comparisons. Establish Assessment Criteria for Commercial Projects... of Development and Commercial project actual and forecast data improving overall predictive modeling, reporting and cross-functional...
;execute runs;collect, curate, and analyze results. Apply statistical methods, MonteCarlo techniques, and design... of design-of-experiments, MonteCarlo methods, reinforcement learning, or AI-enabled simulation. Prior internship or project...