Financial Risk Quantitative Analyst
Core
Conduct independent, risk-based reviews and develop financial models/tools for liquidity, interest rate risk, capital, market risk, and stress testing to support risk management and decision-making.
Role type
Senior IC financial risk quantitative analyst (model development and validation)
Builds
Independent risk models, tools, and committee materials for financial risk disciplines
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
Quantitative methods, financial risk concepts, model development, model validation, SQL, Python, R, advanced Excel, PowerPoint
Preferred skills
Advanced degree in quantitative field, experience with AI tools, strong leadership and critical thinking
Technologies
SQL, Python, R, Microsoft Excel, Microsoft PowerPoint
Responsibilities
Conduct independent risk-based reviews; develop models and tools for liquidity, interest rate risk, capital, market risk, and stress testing; assess model purpose, methodology, assumptions, and limitations; evaluate model outputs and sensitivities; develop risk assessments and committee materials; promote consistency of modeling methodologies; assess risk implications from new products and regulatory changes.
Seniority
Senior, hands-on IC