Sr. Quantitative Finance Analyst
Core
Conduct quantitative analytics and complex modeling for market risk assessment, regulatory capital calculation, and stress testing.
Role type
Senior IC quantitative finance analyst (market risk)
Builds
Market risk models, analytics, and applications for regulatory compliance and internal risk management
Domain
Banking, Market Risk, Regulatory Capital (Basel 2.5, FRTB)
Deliverable
production ML models
Required skills
quantitative analytics, complex modeling, statistical analysis, scenario design, model validation, regulatory framework knowledge (Basel 2.5, FRTB), stress testing, model performance monitoring
Preferred skills
system design, strategic planning, technical documentation (via careerplan.io/jobs/26023270-sr-quantitative-finance-analyst-at-ghr)
Technologies
None explicitly stated
Responsibilities
Develop and enhance quantitative risk models for market risk assessment and regulatory capital calculation; Conduct stress testing analysis including CCAR; Perform statistical analysis on large datasets; Lead planning for quantitative work priorities; Maintain oversight of model development and model risk management; Work with technology staff to design systems for model execution