AVP, Quantitative Risk Analyst
Core
Develops and maintains investment risk systems, performs quantitative analysis for market and credit risk, and supports senior management with risk modeling and reporting.
Role type
Senior IC quantitative risk analyst (investment risk)
Builds
Production risk analysis systems, regulatory capital ratio methods, stress testing tools, and automated risk reports
Domain
Financial services / Life insurance / Investment risk management
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Statistics application, Financial modeling, Python, C#, VBA, Risk simulation, Regulatory capital calculation, Stress testing, Economic scenario generation, Portfolio monitoring, Model validation
Preferred skills
Life insurance financial statements, Fixed income modeling, Equity modeling, Derivatives modeling, Actuarial modeling, CFA, FRM, Actuarial credentials
Technologies
Python, C#, VBA
Responsibilities
Lead technical development and maintenance of investment risk system production environment, Automate data flow and production of investment risk reports, Provide quantitative support for investment and risk management decisions, Perform risk analysis for credit, derivatives, and alternative assets portfolios, Perform second line comprehensive risk analyses to ensure compliance with risk limits, Validate and calibrate models for implementation, Document and validate model calibration techniques, Collaborate to ensure deployed models are efficient and robust, Support market and credit risk analysis, Present oral and written analyses and recommendations to senior management
Seniority
Senior, hands-on IC