Quantitative Risk Analyst
4 weeks ago
Key Responsibilities
- Develop and maintain robust quantitative risk models to identify potential issues in daily risk analytics.
- Investigate and rectify discrepancies in risk analytics, ensuring accuracy and reliability.
- Utilize proprietary model libraries for portfolio exposures, stress testing, and risk metrics to inform investment decisions.
- Collaborate with technology teams to deliver advanced risk analytics and models, driving business growth and risk management.
- Communicate complex ideas clearly to portfolio managers, traders, and executive management, ensuring seamless collaboration.
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, with a focus on risk management.
- Proficiency in programming languages such as Python, R, SQL, and Excel, with C/C++ experience a plus.
- Bachelor's degree required; Master's degree in a quantitative discipline from a top-tier institution preferred.
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