Quantitative Risk Analyst

4 weeks ago


New York, New York, United States LanceSoft Full time

The Capital & Investment Risk Management (C&IR) team within Enterprise Risk Management (ERM) is looking for a Quantitative Risk Analyst to support business initiatives in a highly collaborative environment.The ideal candidate will work closely with a quant team (Developers and Analysts) to enhance ERM's analytical and reporting capabilities in both quantitative and less quantitative but process driven applications.Assist the efforts to implement, develop, and enhance ERM's analytical capabilities related to credit/market risk across a wide range of fixed income asset classes, derivatives, and equity.Use of Python/ SQL. Also, use of spreadsheets and VBA to do prototyping and analyze data.Expand the use of Moody's credit risk tools in place at Company today.Experience in quantitative risk modeling, analysis and the business applications across a wide range of asset classes, preferably structured finance, other fixed income equity and derivatives required.Knowledge and experience working with derivatives and hedging risk management.Experience in using Moody's Analytics credit risk tools is desirable.



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