Conduct quantitative analytics and complex modeling projects for specific business units or risk types
Lead the development of new models, analytic processes, or system approaches
Create technical documentation for related activities
Work with Technology staff in the design of systems to run models developed
Influence strategic direction and develop tactical plans
Develop and enhance quantitative risk models, analytics, and applications in support of market risk assessment and regulatory capital calculation
Develop monitoring metrics such as benchmarking and back-testing for continuous efforts to identify and remediate potential model weaknesses

Master’s degree in related field or equivalent work experience
PhD (preferred) or master’s degree in quantitative fields such as financial engineering, mathematics, statistics, physics, computer science, or equivalent
Solid 5+ years of work experience in developing FO pricing models or market risk models
Advanced programming skills in Python with 5+ years of experience
Solid understanding of derivatives pricing
In-depth understanding of Value at Risk and statistical estimation methods
Strong communication (both written and verbal) and collaboration skills

Senior Quantitative Finance Analyst

Key skills