Identify and create models to help drive product development and assist in yield curve stress testing, break even analysis and risk/return statistics
Integrate Overlay strategies into Ryan Labs analytical asset/liability diagnostics using historical simulations to help current and prospective clients understand funding volatility and hedging implications
Continually looks for opportunities to add value to existing processes
Perform independent testing of the model being validated
Maintain and improve legacy proprietary VBA models that assist in composite performance calculations and reporting
Enhance current asset/liability Excel-based tools that assist in creating historical simulations of fixed income strategies
Liaise with affiliated derivatives strategy team & Marketing/Client service teams.
Document analytics and computing techniques
Partner with Technology team to productionize models.
Comprehensive understanding of Fixed Income and Derivative products