Bank Investment Risk Specialist Senior
Core
Senior quantitative analyst operating and validating financial risk models for market, liquidity, and capital adequacy in a bank's Market Risk Management department.
Role type
Senior IC quantitative risk analyst
Builds
Production risk models (VaR, PFE, economic capital) and reporting infrastructure for regulatory compliance and internal risk monitoring.
Domain
Banking / Financial Risk Management
Deliverable
production ML models | dashboards & analysis
Required skills
Value-at-Risk (VaR) modeling, Potential Future Exposure (PFE) modeling, economic capital modeling, liquidity stress testing, stochastic calculus, Monte Carlo simulations, optimization methods, time series analysis, regression analysis, SQL, Python, R, C++, VBA, fixed income valuation, interest-rate risk management, credit risk management, data reconciliation, financial computing
Preferred skills
None stated
Technologies
SQL, R, C++, Python, VBA
Responsibilities
Operating financial models for market risk, liquidity risk, capital adequacy, and regulatory reporting; maintaining and validating risk management models and data sources; analyzing model results (VaR, PFE, backtesting, P&L attribution) to support regulatory requirements; assessing movements in risk parameters and their impact; leading analytical projects from design to implementation; partnering with model developers on design and user acceptance testing; developing reporting databases and leveraging computational methodologies.
Seniority
Senior, hands-on IC
