Market Risk Quantitative Analyst

5 days ago


New York, New York, United States Selby Jennings Full time
Market Risk Quantitative Analyst

A leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. This individual will report directly to the Head of Risk Analytics and be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital Requirements.

The ideal candidate will have a strong background in Risk or Quantitative Finance, with experience in Market Risk Models and Market Risk Analytics. Proficiency in Python, C++, R, or SQL is required.

Key Responsibilities:

  • Develop and implement Market Risk Models (VaR, SVaR, RNiV) for Traded Asset Classes (IR/FX/Credit)
  • Assist in the development of various Risk Capital Models for FRTB
  • Engage with Risk Managers and FO Quants to understand methodology procedures for Model Development
  • Develop new Risk Analytics and tools for Market Risk Managers and Front Office

Requirements:

  • PhD or Advanced Degree in a Quantitative Function (Statistics, Mathematics, Physics, Quantitative Finance, etc.)
  • 5+ Years of experience developing Market Risk models from scratch at an Investment Bank or Consulting Firm
  • Working experience on Market Risk Model development
  • Working ability in Python, C++, and SQL


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

    {"title": "Market Risk Quantitative Analyst", "content": "Market Risk Quantitative AnalystAt Selby Jennings, we are seeking a highly skilled Market Risk Quantitative Analyst to join our team. As a key member of our Quantitative Market Risk Analytics team, you will be responsible for developing and implementing Market Risk models to support our firm's risk...


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

    Market Risk Quantitative AnalystA leading Investment Bank in NYC is seeking a highly skilled Market Risk Quantitative Analyst to join their Quantitative Market Risk Analytics team. As a key member of the team, you will be responsible for developing and implementing Market Risk Models in relation to FRTB and other Capital Requirements.This role offers a...


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

    Senior Risk Analyst - EquityA leading Multi-Strategy Hedge Fund is seeking a highly skilled Risk Analyst to join their team in their NYC office.This growth opportunity will allow the successful candidate to join a lean team that supports the equity business, collaborating with and challenging PMs/Traders in the front office.The ideal candidate will have...


  • New York, New York, United States Bloomberg Full time

    Job Title: Quantitative Risk AnalystBloomberg's Quantitative Analytics team is responsible for designing and implementing modeling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services.Job SummaryWe are seeking an experienced Quantitative Risk Analyst to join our...


  • New York, New York, United States Schonfeld Full time

    Senior Quantitative Risk AnalystWe are seeking a highly skilled Senior Quantitative Risk Analyst to join our risk team. As a key member, you will be responsible for conducting research into risk topics, building and maintaining analytical models, and communicating insights to senior management.Key Responsibilities:Conduct research into risk topics, including...


  • New York, New York, United States Bloomberg Full time

    Quantitative Risk AnalystBloomberg's Quantitative Analytics team is responsible for designing and implementing modeling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services.The team has a strong focus on novel research as well as efficient model delivery through...


  • New York, New York, United States Aflac Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Global Investments Risk Management team at Aflac Asset Management, LLC.As a key member of our team, you will be responsible for delivering second-line risk management and associated analytics for investment and investment-related activities.Key ResponsibilitiesCollaborate...


  • New York, New York, United States Aflac Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our team at Aflac Global Investments. As a member of our Global Investments Risk Management (GIRM) team, you will play a critical role in delivering second-line risk management and associated analytics for investment and investment-related activities.Key...


  • New York, New York, United States Hispanic Technology Executive Council Full time

    Job DescriptionWe are seeking a highly skilled Quantitative Analyst to join our Markets Quantitative Analysis team in New York City. The team is responsible for providing data analysis, developing quantitative models for projecting prepayment and default rates, and developing related analytics to assist trading and risk management of securitized sectors.As a...


  • New York, New York, United States Schonfeld Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our risk team as a key member focused on investment research and support of senior leadership in making capital allocation and firm risk management decisions.Key ResponsibilitiesConduct research into risk topics such as sources of return, common factor exposures, and potential...


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

    Senior Quantitative Risk ResearcherWe are seeking a highly skilled Senior Quantitative Risk Researcher to join our team at Selby Jennings. As a key member of our risk management team, you will be responsible for developing and implementing advanced risk models and methodologies to analyze and manage commodity-related risks.Key Responsibilities:Design and...


  • New York, New York, United States Goldman Sachs Full time

    About the RoleWe are seeking a highly skilled Quantitative Risk Analyst to join our Prime Services Risk Strat team at Goldman Sachs. As a key member of our global team, you will play a critical role in developing and maintaining stress tests across asset classes and modeling margin methodology.**Key Responsibilities:**Identify risk factors underlying various...


  • New York, New York, United States Creative Data Resources Full time

    Job Title: Quantitative Market Risk Analytics LeadAt Creative Data Resources, we are seeking a highly skilled Quantitative Market Risk Analytics Lead to join our team. As a key member of our risk management team, you will be responsible for developing and managing analytics for risk models, including value-at-risk, stress, capital, and credit exposure...


  • New York, New York, United States Citigroup Inc Full time

    Job SummaryThe Quantitative Analyst will play a key role in the Credit Quantitative Analysis Team, focusing on Credit Markets. This strategic professional will stay abreast of developments within their field and contribute to directional strategy by considering their application in their job and the business. As a recognized technical authority for an area...

  • Quantitative Analyst

    2 weeks ago


    New York, New York, United States S&P Global Full time

    About the RoleWe are seeking a highly skilled Quantitative Analyst to join our team at S&P Global. As a key member of our Methodologies team, you will be responsible for developing and maintaining nimble, user-friendly quantitative models and solutions that will be used by credit analysts globally in credit rating analyses and research publications.The...


  • New York, New York, United States Sumitomo Mitsui Financial Group, Inc. Full time

    Job Title: Quantitative Risk SpecialistJoin our team at Sumitomo Mitsui Financial Group, Inc. as a Quantitative Risk Specialist and contribute to the development of risk models that leverage existing bureau, commercial and consumer data, structured and unstructured data, and using statistical, financial, BI and AI techniques.Key Responsibilities:Create risk...


  • New York, New York, United States Goldman Sachs Full time

    ABOUT THIS POSITION:Your ContributionAs a key strategist within the Securities Division, you will be essential to our trading operations. Your role may involve the development of innovative derivative pricing frameworks and empirical models that provide insights into market dynamics, or the creation of automated trading systems that serve both the firm and...


  • New York, New York, United States Aflac Full time

    Position OverviewThe role of the Assistant Vice President, Quantitative Risk Analyst involves working within the Aflac Global Investments (GI) framework and the Global Investments Risk Management (GIRM) team. This position is integral to the provision of second line risk oversight and analytics pertaining to investment activities within Aflac's...


  • New York, New York, United States Aflac Full time

    About the RoleAflac Global Investments is seeking a highly skilled Quantitative Risk Analyst to join our Global Investments Risk Management (GIRM) team. As a key member of our team, you will be responsible for delivering second-line risk management and associated analytics for investment and investment-related activities.Key ResponsibilitiesCollaborate with...


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

    Job SummaryWe are seeking a highly skilled Market Risk Analyst to join our team at ENGIE North America Inc. As a Market Risk Analyst, you will play a critical role in preparing and communicating the company's commodity position, Profit & Loss (P&L), and risk metrics.Key ResponsibilitiesReview and verify official daily risk metrics, including P&L, Drawdown,...