Quantitative Risk Analyst

2 weeks ago


New York, United States LanceSoft Full time
The Opportunity:
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.

As a quantitative risk Analyst, you will be involved with analysis of quantitative risk measurements, applying to business requirements, and supporting projects and tasks in building processes and risk frameworks.
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. This is an excellent opportunity to collaborate with various teams from different disciplines within the enterprise.

The Team:
The Capital & Investment Risk Management team is responsible for the identification, measurement and analysis of the company's portfolio, credit and capital risks. The team recommends risk management strategies and equips senior leadership with information they need to take advantage of opportunities and mitigate risks. Members of the team bring expertise and experience across a range of risk measurement and management disciplines, focused continuous improvement and development and business acumen.

Responsibilities:
  • 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.
  • Data investigation/cleanup. Support projects in building processes which are not always quantitative which will support the quantitative frameworks.
  • Building on company's current approach, assist in developing and syndicating a comprehensive framework for measuring portfolio credit & market risk, that considers different accounting and capital regimes, including asset and liability impacts, with a particular emphasis on economic capital.
  • Build meaningful reports by asset class and comprehensive level, collaborating with the quant development and IT/engineering teams.
  • 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.
  • You will scope and implement modeling, including building out requirements where not yet fully defined or understood. You will be agile, accountable, and resilient in driving results.
The Minimum Qualifications:
  • Minimum 5 years of relevant work experience in investment (credit/market) quantitative risk analytics required.
  • 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.
  • Moderate level skills in Python and SQL required.
  • Detailed oriented and work to find solutions in highly collaborative environment
  • Desire to use your quantitative and programming skills in a hands-on setting to deliver new functionality.
The Ideal Qualifications:
  • 5-7 or more years of relevant work experience is desirable.
  • Bachelor's degree or a master's degree in computer science, Financial Engineering, Mathematics, Physics, engineering, or similar quantitative discipline is preferred
  • Quantitative model development & implementation skills and ability to validate analytical results required.
  • Knowledge and experience working with derivatives and hedging risk management.
  • Experience in using Moody's Analytics credit risk tools is desirable.
  • Previous experience working on liability driven investing projects within an insurance company is desirable.
  • Experience applying machine learning techniques in the financial industry is desirable.
Education:
  • Bachelor's degree required.
  • Master's degree in computer science, Financial Engineering, Mathematics, Physics, Engineering, or similar quantitative discipline is preferred.
  • Graduate degree in a quantitative discipline preferred.


  • New York, United States The Rockridge Group Full time

    Job DescriptionJob DescriptionRole: Senior Quantitative AnalystRole DescriptionThe Market Data Solution (MDS) and Risk Master (RM) businesses are seeking a high caliber candidate to join as a Senior Quantitative analyst their Mumbai office. This is a high-profile role which requires strong modelling skills coupled with a strong commercial awareness and...


  • New York, New York, United States Bank of America Full time

    Job Description:Job DescriptionBank of America Merrill Lynch has an opportunity for a Sr. Quantitative Financial Analyst within our Global Risk Analytics (GRA) function. GRA is a sub-line of business within Global Risk Management (GRM). GRA is responsible for developing a consistent and coherent set of models and analytical tools for effective risk and...

  • Risk Analyst

    3 days ago


    New York, United States Eclaro Full time

    Our client, an esteemed Financial Services company, is seeking a Risk Specialist for a 6+ month contract opportunity in their New York City office.RESPONSIBLITIES INCLUDE:- Perform comprehensive risk analysis across diverse portfolios encompassing various mandate types (active, passive, liquid alternative) and underlying exposure types (fixed income, equity,...

  • Risk Analyst

    3 days ago


    New York, United States Eclaro Full time

    Our client, an esteemed Financial Services company, is seeking a Risk Specialist for a 6+ month contract opportunity in their New York City office.RESPONSIBLITIES INCLUDE:- Perform comprehensive risk analysis across diverse portfolios encompassing various mandate types (active, passive, liquid alternative) and underlying exposure types (fixed income, equity,...

  • Risk Analyst

    12 hours ago


    New York, United States Eclaro Full time

    Our client, an esteemed Financial Services company, is seeking a Risk Specialist for a 6+ month contract opportunity in their New York City office. RESPONSIBLITIES INCLUDE: - Perform comprehensive risk analysis across diverse portfolios encompassing various mandate types (active, passive, liquid alternative) and underlying exposure types (fixed income,...

  • SENIOR ASSOCIATE

    1 week ago


    New York, United States New York Life Insurance Company Full time

    Job Requisition ID: 90320 Location Designation: Hybrid - 3 days per week Location: New York, NY Offered Wage: $151,500.18/year Duties: Executes independent validations of models based on the company's internal model risk management policy and procedu Analyst, Associate, Quantitative, Operations, Mathematics, Validation, Technology


  • New York County, New York, United States AECOM Full time

    Job Description AECOM’s Risk Consultancy is seeking a highly motivated Risk Management Analyst based out of the New York, NY office to implement project and program risk management processes and execute quantitative risk assessments. AECOM builds the future by investing, planning, designing, and constructing the world’s critical infrastructure. The...


  • New York, United States Tokio Marine North America, Inc. Full time

    This individual will be assisting portfolio managers with leveraging quantitative credit-risk modelling to develop systematic trading strategies in the credit space, focusing on US investment grade bonds. Essential Job Functions:Assist portfolio mana Data Scientist, Investment, Analyst, Quantitative, Portfolio Manager, Intern, Technology, Insurance


  • New York, United States Phaxis Full time

    SENIOR QUANTITATIVE ANALYST AT A GLOBAL FINTECH FIRM Base Salary is $350K to $500K (based upon candidate and experience); and Excellent Benefits Year-end Bonus; Sign-on Bonus (if/where needed); and Relocation Bonus (if/where needed) Global FinTech Firm is looking for an experienced, exceptional analyst to join its Systematic Trading Strategies Team as a...


  • New York, United States Coda Search│Staffing Full time

    We are currently partnered with a top Private Credit fund looking to expand their risk management organization by bringing on a Quant Risk Associate into the group. This team is know for having members of strong academic pedigree and being a dynamic group within the organization. As a Quantitative Risk Associate, you will play a pivotal role in managing risk...


  • New York, United States Coda Search│Staffing Full time

    We are currently partnered with a top Private Credit fund looking to expand their risk management organization by bringing on a Quant Risk Associate into the group. This team is know for having members of strong academic pedigree and being a dynamic group within the organization. As a Quantitative Risk Associate, you will play a pivotal role in managing risk...

  • Quantitative Analyst

    2 weeks ago


    New York, United States IT People Corporation Full time

    Job DescriptionJob DescriptionQuantitative Analyst NYC - Hybrid (2-3 days in office) An excellent opportunity to grow your career.  This is a direct-hire, full-time permanent role with an excellent salary, bonus and comprehensive benefit package.JOB RESPONSIBILITIES · Research and develop execution algorithms for US and global equities in support of...


  • New York, United States Standard Chartered, plc Full time

    Strategy Working with traders, structurers, and other modellers to execute product development plans in line with business priorities. Business Awareness of the economic, market and regulatory environment in which FM operates, especially as regards m Analyst, Quantitative, Mathematics, Business, Financial, Technology, Banking, Regulatory


  • New York, United States Selby Jennings Full time

    We're engaged with a ~5b AUM multi strategy hedge fund on an innovative risk specialist role. Our client has over 300 employees worldwide spread across their offices and are based in the US. The fund has recently expanded strategies and widely expanded the scope of their investment activities. From a product perspective, they are in Fixed Income/Macro,...


  • New York, New York, United States Selby Jennings Full time

    We're engaged with a ~5b AUM multi strategy hedge fund on an innovative risk specialist role. Our client has over 300 employees worldwide spread across their offices and are based in the US. The fund has recently expanded strategies and widely expanded the scope of their investment activities. From a product perspective, they are in Fixed Income/Macro,...

  • Quantitative Analyst

    11 hours ago


    New York, United States Mondrian Alpha Full time

    My client, a boutique systematic hedge fund, is seeking an exceptional Quantitative Analyst (QA) / Data Analyst to join their team in New York.The successful Quantitative Analyst (QA) / Data Analyst will be working directly with both Macro and Equity Portfolio Managers to provide insights on investments, risk profile, and portfolio construction. You should...


  • New York, New York, United States Selby Jennings Full time

    We're partnered with one of the world's largest alternative asset managers for a position based in NYC. The firm has over a trillion in AUM company wide, we're engaged with their multi-asset investing group with ~$80b in investor capital. The team generates attribution, performance, optimization, and risk analytics across their platform. This specific group...


  • New York, United States Selby Jennings Full time

    We're partnered with one of the world's largest alternative asset managers for a position based in NYC. The firm has over a trillion in AUM company wide, we're engaged with their multi-asset investing group with ~$80b in investor capital. The team generates attribution, performance, optimization, and risk analytics across their platform. This specific group...


  • New York, United States The Bank of America Corporation Full time

    At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients, teammates, communities and shareholders Analyst, Quantitative, Internal Auditor, Monitoring, Compliance Manager, Risk Manager, Technology, Banking


  • New York, United States Brain Gain Recruiting Full time

    Company Description A Leading Global Investment Company is seeking highly motivated and creative Quantitative Analysts and Senior Quantitative Analysts to join its esteemed Quantitative Strategies organization. We are looking for individuals who are passionate about applying advanced mathematical techniques and software development skills to design, analyze,...