Risk Analyst, Model Risk Management

Job Description

Job Purpose

The Model Risk Management (MRM) team, a part of the global Enterprise Risk Management function at ICE, is looking for a Risk Analyst. The successful candidate will assist the MRM team in performing independent validation of quantitative models used across ICE's business units, as well as communication of testing results within the group and beyond. In addition, MRM also provides targeted analytics services for financial risk models. MRM applies processes and activities using analytic methods including statistical, mathematical, and computational methods, to verify that models are performing as expected in line with their design objectives and business uses.

Responsibilities

• Work with the MRM group to validate and support models, methodologies, and reporting of risks throughout the organization
• Produce and analyze validation reports by extracting meaningful insights from data and synthesize them into a compelling validation narrative
• Provide detailed analysis and documentation of methods, techniques, and findings
• Ensure the clarity, consistency, and accuracy of model validation reports by applying strong technical writing skills to articulate key takeaways
• Develop and deliver engaging presentations of analytical findings to stakeholders
• Identify opportunities for improvement and automation in reports and implement enhancements as needed
• Engage with domain experts to develop and refine risk best practices, policies, and procedures

Knowledge And Experience

Preferred

Skills Required

Time Series, Data Visualization, Tableau, statistical concepts , Sql, linear models , Python