Careers
📁
Risk Management
📅
190092 Requisition #
Share this Job
Business Unit: Group Chief Risk Office
Department: Quantitative Risk Management - QRM
Job Family: Oversight and Control 
Job Title: Senior Quantitative Analyst
Corporate Title: Associate Director
FLSA Code (US Only): Exempt
Location: Dallas TX or Tempa FL

Business Unit Description:
Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.

Position Summary:
The Senior Quantitative Analyst is primary responsible for designing, developing and testing new quantitative risk management models, while enhancing existing models. The role will also responsible for model performance monitoring and ad-hoc studies.

Principal Responsibilities:
Work with the team to build and maintain state of the practice quantitative risk management models and tools; including market risk, liquidity risk, and credit risk models. 
Deliver both strategical and tactical solutions to risk modeling issues and problems. 
Collaborate with internal departments including model validation, market risk, legal and audit to maintain transparency when assessing potential risk exposures within member firms. By doing so the candidate gains a solid understanding of risk management practices within a CCP. 
Build prototypes of new models or model enhancements and work with technology teams to implement proposed models. 
Stay abreast of the latest developments and best practices in quantitative financial modeling and risk management.
 
Experience:
3+ years of experience in financial risk management / financial engineering / data analysis / modeling.
 
Knowledge and Skills Required:
Understanding of traded products, market conventions, as well as risk measurement for equities and/or fixed income products. 
Working experience with basic market risk management models such as Value at Risk and financial time series models.   
Ability to handle large set of data and data cleansing. Basic understanding and exposure to data science techniques such as regression, clustering, decision tree etc. 
Ability to operate independently as well as being an effective team player.
Excellent communication and presentation skills.
Programming skills in SQL, Python or R; additional programming language is a plus.

Education, Training &/or Certification:
Master’s degree in a finance, computer science, or quantitative field – Minimum requirement

Previous Job Searches

My Profile

Create and manage profiles for future opportunities.

Go to Profile

My Submissions

Track your opportunities.

My Submissions

Similar Listings

Dallas - Belt Line

📁 Risk Management

Requisition #: 190079

Dallas - Belt Line

📁 Risk Management

Requisition #: 182131

Dallas - Belt Line

📁 Risk Management

Requisition #: 182015