Quantitative Risk Analyst
1 week ago
Key Responsibilities
- Develop and implement tools to ensure the accuracy of daily risk analytics.
- Investigate and rectify any discrepancies in risk analytics, utilizing proprietary model libraries for portfolio exposures, stress testing, and risk metrics.
- Collaborate with technology teams to deliver advanced risk analytics and models, communicating complex ideas clearly to portfolio managers, traders, and executive management.
Role Requirements
- 2-5 years of experience in a front office pricing role within investment banking or asset management, focusing on traded credit products and asset-backed securities.
- Strong understanding of credit market dynamics and quantitative methodologies.
- Proficiency in programming languages such as Python, R, SQL, and Excel; C/C++ experience is a plus.
- Bachelor's degree required; Master's degree in a quantitative discipline from tier 1 institutes preferred.
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