Quantitative Risk Analyst

Maintain and enhance in-house risk models.Develop model performance measurements, generate model performance monitoring report, and perform ad hoc analysis to explain model behavior.Conduct research related to capital market and risk modeling.Develop, establish, and maintain key analytical process.Collaborate with related teams on model validation, production implementation.Qualifications Required SkillsMaster's degree or higher in a quantitative field of study5+ years of hands-on experience in quantitative models, research, with deep understanding in equity, fixed income, or derivatives market.Familiar with banking, financial institutions, financial instruments, and capital marketsKnowledge of risk analytics of Treasury securities, MBS pricing, equity, orand short term financing instruments.Strong analytical, quantitative, and problem-solving skills, as well as demonstrated research capacity; knowledge and experience on data scienceMachine Learning a plus.High Level of digital literacy, ability to work efficiently with Python (or C++), SQL, Excel, andor R; experience with snowflakes a plusGood communication skills, both oral and writtenExcellent attention to detail and focus on quality of deliverables.Preferred SkillsKnowledge and experience on Data ScienceMachine LearningExperience with Snowflake

Created: 2025-02-21