Role details

Quantitative Risk Analyst

New York   •  Temporary

Bullet points

  • A Quantitative Risk analyst in Financial Services.
  • At a leading global investment bank in New York City.

About Our Client

Global investment bank located in New York, NY.

Job Description

Quantitative Risk Analyst responsibilities include:

  • Assisting the Chief Data Officer and Head of Analytics in envisioning, designing, planning, building, and deploying information and analytics solutions.
  • The Quant will participate in various models such as risk capital, CCAR models for conceptual soundness, testing design, identification of model weaknesses and ensuring ongoing monitoring.
  • Addressing business needs and recommend solutions.
  • Release, maintenance, and monitoring for models across multiple asset classes.
  • Day-to-day model effort support and review.

The Successful Applicant

The candidate must have:

  • A first degree in a quantitative discipline, eg. Mathematics, Physics, Engineering, Finance, and a Masters.
  • At least 2 years of experience in financial modeling. Hands-on experience of risk and capital modeling, front office trading analytics is desirable.
  • All candidates must demonstrate an understanding of capital modeling, financial and derivative products and mathematics.
  • Client focus and the ability to communicate effectively with senior stakeholders.
  • Discipline, task focus, and the ability to structure and present work with strict deadlines.

What's on Offer

The Quantitative Risk Analyst will be paid a competitive hourly rate.

Apply for this job

Click the Apply or LinkedIn button below or contact Nicholas Rosimini quoting job reference 1195895
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