Quantitative Analytics Associate

Job Summary

A company is looking for a Senior Quantitative Analytics Associate specializing in Model Risk.

Key Responsibilities

• Validate models for Market Risk, IRRBB, Liquidity, and other risk areas
• Apply machine learning techniques to enhance and support model validation processes
• Deliver insightful analysis to address complex business problems

Required Qualifications

• Master's degree in a quantitative discipline with 2+ years of relevant experience
• Familiarity with Market Risk, IRRBB, and Liquidity concepts
• Knowledge of regulatory requirements such as SR11-07 and Market Risk Rule
• Exposure to various market risk pricing models and related risk models
• Experience with leading quantitative risk systems and cloud infrastructure platforms