Quantitative Finance Analyst
Core
Conduct quantitative analytics and modeling projects for specific business units or risk types, including market risk stress testing, model development, and statistical analysis on large datasets.
Role type
Quantitative Finance Analyst (Risk Modeling & Analytics)
Builds
Risk and capital models, model systems, and quantitative solutions for Retail and Global Wealth & Investments Management lines of business.
Domain
Banking, Financial Risk Management, Quantitative Analytics
Deliverable
production ML models | product features
Required skills
Python or R programming, statistical analysis, market risk stress testing, model development, technical documentation, data interpretation, process improvement
Preferred skills
Generative AI application development, LLMs and agent-based architectures, RAG, vector databases, embeddings, prompt engineering, LLMOps/MLOps, cloud platform deployment, AI-powered productivity tools
Technologies
Python, R, LLMs, vector databases, cloud platforms
Responsibilities
Perform end-to-end market risk stress testing including scenario design and results analysis; Support planning for quantitative work priorities; Identify continuous improvements in model development and validation; Support model development and model risk management; Provide methodological and technical guidance on development/validation projects; Communicate submission and validation outcomes to stakeholders and senior management; Perform statistical analysis on large datasets
Seniority
Mid-level, hands-on IC
