Quantitative Finance Analyst
Core
Conduct quantitative analytics and modeling projects for market risk assessment and regulatory capital calculation.
Role type
Quantitative Finance Analyst (Market Risk)
Builds
Quantitative risk models, analytics, and applications for market risk and capital management
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative modeling, Statistical analysis, Python programming, Derivatives pricing, Time series analysis, Risk metrics calculation
Preferred skills
FRTB Standard Approach, FRTB Internal Model Approach, Value at Risk (VaR), Stress Testing, Model validation
Technologies
Python
Responsibilities
Develop quantitative risk models and applications, Conduct analysis and verification on market data and risk metrics, Perform statistical analysis on historical data and model parameters, Support benchmarking and backtesting, Communicate analysis results to stakeholders and regulators, Create technical documentation for models and activities
Seniority
Mid-level, hands-on IC
