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)
Builds
Risk and capital measurement models, analytical tools, and regulatory-driven alternative/champion models.
Domain
Banking / Financial Risk Management
Deliverable
production ML models | product features
Required skills
Statistics, Probability Theory, Econometrics, Financial Mathematics, Python, SQL, VBA, LaTeX, Technical Writing
Preferred skills
Financial risk modeling, loss forecasting, Regulatory guidelines (CCAR, DFAST, CECL, ICAAP), Project Management
Technologies
Python, SQL, VBA, LaTeX
Responsibilities
Perform end-to-end market risk stress testing including scenario design, implementation, and result analysis; Develop and maintain risk/capital models and handle large datasets; Implement models using governed Python code; Produce technical documentation for internal and regulatory purposes; Collaborate with stakeholders to collect requirements and build modeling solutions.
Seniority
Mid-level, hands-on IC
