CIB Risk-Quantitative Research Cover Letter

I submit this application to express my sincere interest in the CIB risk-quantitative research position.

In the previous role, I was responsible for traders and salespeople with appropriate bond pricing and debt service schedules, financial analyses and background information at the time of bond sale through settlement.

My experience is an excellent fit for the list of requirements in this job:

• Knowledge of Machine Learning/Data Science theory, techniques and tools would be beneficial
• Experience with at least one scripting language (Python, Perl, Scheme/Guile, …)
• Experience with at least one compiled programming language (C++, Java, Lisp, Haskell, …)
• Mathematical modeling and computation
• Advanced expertise in programming (Python and/or C++)
• Excellent communication skills and particularly written skills
• Front Office- portfolio management quant experience would be an advantage
• Strong software design skills (Object oriented, or functional, or … )

Please consider me for the CIB risk-quantitative research opportunity. I am including my resume that lists my qualifications and experience.

In the previous role, I was responsible for regulatory compliance services to financial institutions in the capital markets area.

My experience is an excellent fit for the list of requirements in this job:

• Implementing machine learning techniques for model risk anomaly detection
• Participating in initiatives to develop common model risk metrics, monitoring, and quantification methodologies
• Coordinating on emerging industry trends such as LIBOR transition, structured notes modeling
• Familiarity with model risk/validation/governance/control practices
• Knowledge of financial mathematics and modeling
• Familiarity with front office risk management platforms and infrastructure
• C++ / Python software development experience
• Lead the Mumbai team for Model Performance and Time Series Management

I would like to submit my application for the CIB risk-quantitative research opening. Please accept this letter and the attached resume.

In my previous role, I was responsible for financial, analytical, modeling expertise to validate quantitative models for key regulatory initiatives, including DFAST and CCAR projects.

My experience is an excellent fit for the list of requirements in this job:

• Knowledge of financial math and math modeling
• Work on the delivery for Market Risk analytics
• Model performance analysis
• Experience in developing risk models like VaR or Front Office models for trading
• Experience in presenting/writing technical matters to trading, risk, and model validation personnel Ideally this experience will be related to trading book capital
• Programming experience with of Python, R, Matlab, Tensorflow, optionally C++
• Work experience in Risk Modeling/Stress Loss Modeling/LOB Operational Risk Analytics in financial industry
• Expertise in statistical modelling

I would like to submit my application for the CIB risk-quantitative research opening. Please accept this letter and the attached resume.

In my previous role, I was responsible for advanced quantitative analytic support for dynamic hedging via computing model-dependent Greeks in continuous-time models and other capital markets related pricing activities with only minimal oversight.

Please consider my qualifications and experience:

• Expertise in Python/C++/R
• Working closely with asset class-aligned QR groups, and with Model Governance and Model Review, to refine and implement consistent model risk policies and procedures
• Driving initiatives for increased automation and digitization across the model space, including inventories of models, products, limitations, restrictions
• Defining requirements for Morpheus, the strategic model risk management platform, and liaising with the development team
• Defining frameworks for product taxonomy, model change control, model versioning, enforcement of model scope
• Establishing standardized frameworks for performance testing of models, regression testing, numerical convergence
• Maintaining documentation templates, with a strategic focus on automation and digitization
• Representing QR centrally in external/regulatory requests and exams, including stress testing exercises such as CCAR/ICAAP

Please consider me for the CIB risk-quantitative research opportunity. I am including my resume that lists my qualifications and experience.

In my previous role, I was responsible for a methodology to identify and analyze the financial impact of loss to the organization and employees.

My experience is an excellent fit for the list of requirements in this job:

• Build, maintain and enhance a robust framework covering
• Develop new technology to support Linear Rates trading and risk management
• Development and implementation of Linear Interest Rates models and products
• Drive Business Strategy