Full span of experience must include: Supporting market risk analytics projects in FRTB, CCAR, and ICAAP; Developing market risk models for quantifying market risk exposure for trading books and for calculating regulatory capital; Implementing new models, resolve production issues and enhance existing implementation; Calibrating model parameters, performing variance analysis; Perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA); Engaging market risk managers; Developing and maintaining technical documentation; and Utilizing quantitative methodologies including linear and non-linear regression, Monte Carlo Simulation, Numerical analysis method, Scenario Analysis and stress testing frameworks. Requirements: Requires a Master's degree, or foreign equivalent, in Financial Mathematics, Mathematics, Statistics, or related field and 4 years of experience as a Model/Analysis/Validation Officer, Model/Analysis/Validation Senior Analyst, Model/Analysis/Validation Intermediate Analyst or related position developing tools for measuring financial models to ensure the reliability, accuracy, and stability of quantitative models used in risk management.