Assoc Quantitative Risk Analyst
Core
Perform second-line risk analyses and validate quantitative models for investment risk, capital, and asset/liability management.
Role type
Associate quantitative risk analyst (financial services)
Builds
Investment risk frameworks and capital management models
Domain
Insurance / Financial Mathematics / Quantitative Risk
Deliverable
production ML models | dashboards & analysis
Required skills
financial mathematics, statistical methods, quantitative analytics, model development (C#, Python, VBA), valuation, stress testing, critical thinking
Preferred skills
CFA, FRM, Actuarial credentials, Masters degree in Quantitative Finance or related field
Technologies
C#, Python, VBA
Responsibilities
Perform second-line comprehensive risk analyses across investment risks; validate and calibrate models for ALM framework; provide quantitative support for investment and risk management decisions; document and validate model calibration techniques; manage code repository for analytics; collaborate on model efficiency and production deployment; present oral and written analyses with management recommendations
Seniority
Associate, hands-on IC