Quantitative Analytics Specialist
Core
Develop, implement, and calibrate analytical models for counterparty risk estimation and reporting to the U.S. Federal Reserve, supporting ongoing risk management.
Role type
Quantitative Analytics Specialist (Risk Modeling)
Builds
Counterparty risk models for regulatory reporting and business-as-usual risk management
Domain
Financial Services / Quantitative Risk
Deliverable
production ML models
Required skills
C++, Python, SQL, statistical modeling, financial product knowledge, mathematical modeling
Preferred skills
Ph.D. in quantitative field, advanced attention to detail, market/counterparty risk expertise
Technologies
Python, R, SAS, C++, SQL
Responsibilities
Develop and calibrate analytical models; perform periodic model revalidations and performance monitoring; collaborate with stakeholders and regulators; analyze workflow processes for risk management improvements
Seniority
Mid-level, hands-on IC
