Role details

Quantitative Investment Risk Analyst

New York   •   USD20 - USD60 per hour (USD41,597 - USD124,790)   •  Temporary

Bullet points

  • My Client is looking for a Market Risk Analyst to join their New York team.
  • My Client is seeking a Financial Services Analyst with Commodities experience.

About Our Client

My Client is a leading Financial Services company within the New York City area. My client has assets totaling more than $90 billion, and provides a wide variety of investment products, such as public and private debt and equity, merger and acquisition advice, and derivatives to middle market companies. My Client values a strong Risk culture.

Job Description

My Client is looking for a Market Risk Analyst who can work on independent projects, including a wide range of quantitative credit risk analyses, which support commercial loan lines of business. Other Ad hoc projects include model development and validation, exposure at default, rating migration, modeling default frequency, loss at default, and stress-testing modeling. The Market Risk Analyst will also be responsible for implementation of quantitative models within the organization, performing CCAR, Basel II/Basel III and Dodd-Frank compliance, Credit Portfolio Modeling and Analytics and Economic Capital Calculation.

The Successful Applicant

The Prospective Candidate should possess the following:

  • Knowledge of SAS, SPSS, or other statistical software
  • At least 1 year experience in Quant credit risk modeling
  • Excellent analytical skills
  • SQL programming experience/proficiency
  • Financial modeling in Mathematical terms
  • Proficiency in Microsoft Office (i.e. Excel, Access)
  • Proficiency in programming languages (i.e. Java, VB, C#)
  • Master's degree in economics, finance, statistics, mathematics, or related quant field

What's on Offer

My Client offers a competitive base salary, commensurate with experience.

Apply for this job

Click the Apply or LinkedIn button below or contact Courtney Handle quoting job reference 1216826
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