- Salary in the $125-150,000 range.
- Comprehensive Benefit and Retirement Programs.
- Hybrid - some remote, some on-site
- Global broker-dealer with an opportunity for growth and development.
The Quantitative Risk Analyst will collaborate with a team to assess the market, financial, and operational risks, validate quantitative models, evaluate private and complex asset valuations, as well as determine the effectiveness of risk management models and tools.
- Review and validate the risk measures used as inputs in the Standard Initial Margin Model (SIMM).
- Identify and close gaps in the firm’s ability to price and analyze risk on linear and non-linear products across equity, commodity, fixed-income, and foreign exchange asset classes.
- Take regular training sessions on pricing and analyzing the risk on complex financial instruments, including exotic options, credit default swaps, cross-currency swaps, interest rate swaps, and swap options.
- Present issues related to risk parameters and model assumptions to senior stakeholders on a regular basis.
Who Will Be a Great Fit for the Quantitative Risk Analyst position?
- 5+ years of risk or related broker-dealer experience
- Advanced financial data and statement analysis skillset
- Self-starter, able to work independently to resolve problems and implement new initiatives in support of team goals
- Highly proficient in MS Office, Intermediate to Advanced Excel skills
- SQL, Python, and R proficiency
- Ability to work on simultaneous projects and adhere to strict deadlines
- Excellent communication skills and a can-do attitude