Quantitative Business Analyst – Risk & Performance
Core
Overseeing the development and enhancement of Value-at-Risk and Stress Testing products for clients and stakeholders.
Role type
Senior IC quantitative business analyst (risk & performance)
Builds
Risk Analytics products (Value-at-Risk and Stress Testing)
Domain
Financial services / Quantitative finance
Deliverable
production ML models | product features
Required skills
Value-at-Risk concepts, Monte-Carlo simulations, historical simulations, market data sourcing, technical specification drafting, cross-functional coordination
Preferred skills
Python, C++, C#, Java, customer-facing explanation of technical solutions
Technologies
Python, C++, C#, Java
Responsibilities
Define market data requirements for Risk Analytics products; Draft comprehensive specifications for product components; Coordinate with quants and engineers to drive product development
Seniority
Senior, hands-on IC
