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Senior Quant Analytics Associate – Model Risk

RiskRiskFull TimeRemoteTeam 10,001+Since 1994H1B SponsorCompany Site LinkedIn

Location

New York + 1 more

Posted

50 days ago

Salary

$94K - $175K / year

Postgraduate Degree2 yrs expEnglishCloudGoogle Cloud Platform

Job Description

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas • Apply machine learning techniques to enhance and support model validation processes • Deliver insightful analysis to address complex business problems • Communicate findings effectively to partners, translating complex theories into easy-to-understand language

Job Requirements

Master’s degree in a quantitative discipline with 2+ years of relevant experience
Familiarity with Market Risk, IRRBB, and Liquidity concepts
Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM
Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity
Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP.