Senior Quantitative Risk Consultant

5 days ago


Greenwood Village, Colorado, United States Disability Solutions Full time
About the Role

At CoBank, we are seeking a highly skilled Senior Quantitative Risk Consultant to join our team. This role is responsible for supporting the research and development of financial models incorporating credit and/or market risk elements. The successful candidate will contribute to the ongoing management of existing models, which includes maintenance of data/documentation/parameters, performance monitoring, risk quantification and explanation/education of results.

We are committed to providing an inclusive environment where our employees feel valued and supported. Our benefits package is designed to promote work-life balance and provide opportunities for professional growth. We offer a competitive salary range of $83,407 - $105,239, as well as a discretionary annual incentive program driven by organization and individual performance.

The ideal candidate will have a Master's Degree in Quantitative Finance, Mathematics, Computer Science, Statistics or other relevant discipline, with 1 year of experience in quantitative finance required. Experience with Asset/Liability risk analyses principles such as interest rate risk, liquidity risk, funding risk, and currency risk is also essential. Knowledge of the current regulatory framework on risk modeling and agriculture industry is preferred. Additionally, proficiency in statistical software packages such as SAS, Matlab, R, Python, VBA, or C++ is required.

This role involves working in a fast-paced environment and requires excellent problem-solving skills, attention to detail, and strong communication skills. If you are passionate about risk management and want to make a meaningful contribution to our organization, please submit your application. You must be authorized to work for any employer in the U.S.

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