Quantitative Finance Analyst
Core
Conduct quantitative analytics and modeling projects for specific business units or risk types, including market risk stress testing and system design.
Role type
Quantitative Finance Analyst (Risk Modeling)
Builds
Risk models, analytic processes, and systems for market and counterparty risk
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Python, SQL, Excel, Statistical Analysis, Risk Modeling, Market Risk Stress Testing, Technical Documentation
Preferred skills
None stated
Technologies
Python, SQL, Excel
Responsibilities
Perform end-to-end market risk stress testing including scenario design and results consolidation; Support model development and model risk management; Design strategic systems for Full Revaluation Risk and Reference Data; Perform statistical analysis on large datasets; Provide domain expertise for Strategic Risk Initiatives and Regulatory requirements.
Seniority
Mid-level, hands-on IC
