Senior Quantitative Analyst
Salary $110,000 - $130,000 per year
Consultant Daniel Leavy
Date posted April 11, 20192019-04-11 2019-06-10 financial-services 7 Times Square New York NY 10036 Robert Walters
Our Risk Management team’s responsibility to secure and protect the safety of our financial systems and instruments. We are looking for a Senior Quant Analyst to join the Quantitative Risk Management Department. The Senior Quantitative Analyst will work on designing, developing, and testing new quantitative risk management models, while enhancing existing models.
- Collaborate with modeling team to design the model monitoring process for new and existing monitoring reports.
- Prepare KPI and model performance monitoring reports to fulfill internal/external audit and regulatory requirements.
- Perform adhoc model performance analyses
- Perform back testing and stress testing
- Be accountable for Back Testing program and design its benchmarking/alternative models
- Interact with regulators and auditors during examination