Current jobs related to Quantitative Risk Modeling Specialist - New York, New York - Bloomberg

  • Quantitative Risk Modeling Specialist

    3 weeks ago

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

    Quantitative Risk Modeling SpecialistWe are seeking a highly skilled Quantitative Risk Modeling Specialist to join our team at Selby Jennings. As a key member of our client-facing Quantitative Risk Analytics team, you will be responsible for developing and enhancing risk factor models and performance analytics, analyzing and executing hedge strategies and...

  • Quantitative Risk Modeling Specialist

    4 weeks ago

    New York, New York, United States Bloomberg Full time

    Job Title: Quantitative Risk Modeling SpecialistJob Summary: We are seeking a highly skilled Quantitative Risk Modeling Specialist to join our team at Bloomberg. As a key member of our Quantitative Analytics team, you will be responsible for researching, designing, and implementing statistical and machine-learning models to estimate liquidity risk.Key...

  • Quantitative Modeling Specialist

    4 weeks ago

    New York, New York, United States The Goldman Sachs Group, Inc Full time

    Job DescriptionAt Goldman Sachs, we're seeking a talented Quantitative Modeling Specialist to join our team. As a key member of our quantitative team, you'll be responsible for developing and implementing advanced mathematical models to analyze and optimize financial markets.Key Responsibilities:Design and implement complex mathematical models to analyze and...

  • Quantitative Credit Risk Model Developer

    4 weeks ago

    New York, New York, United States Mizuho Bank Ltd Full time

    Job SummaryWe are seeking a highly skilled Quantitative Credit Risk Model Developer to join our Credit Risk Analytics team at Mizuho Bank Ltd. As a key member of our team, you will be responsible for developing and maintaining credit risk rating models for our wholesale portfolio. Your expertise in quantitative methods, data analysis, and model development...

  • Quantitative Analyst

    3 weeks ago

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

    Job Title: Quantitative Analyst - Mortgage Risk ModelingJob Summary:We are seeking a highly skilled Quantitative Analyst to join our team in New York City. As a Quantitative Analyst, you will be responsible for developing and implementing complex models to analyze and manage mortgage risk. You will work closely with senior analysts and trading desks to...

  • Quantitative Analyst

    4 weeks ago

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

    Job Title: Quantitative Analyst - Markets Risk ModelingJob Summary:We are seeking a highly skilled Quantitative Analyst to join our Markets Quantitative Analysis team in New York City. As a Quantitative Analyst, you will be responsible for developing and maintaining complex models to assess risk on RMBS and CMBS securities. You will work closely with senior...

  • Model Risk Management Specialist

    4 weeks ago

    New York, New York, United States The Goldman Sachs Group, Inc Full time

    About the RoleThe Goldman Sachs Group, Inc is seeking a highly skilled Model Risk Management Specialist to join our team. As a Model Risk Management Specialist, you will be responsible for performing independent validation and approval of models, including raising and managing model validation findings.Key ResponsibilitiesPerform independent validation and...

  • Quantitative Risk Specialist

    4 weeks ago

    New York, New York, United States Quanta Search Full time

    We are seeking a highly skilled Quantitative Risk Analyst to join our Risk & Quantitative Research team at Quanta Search.The ideal candidate will have a strong background in statistics, math, and econometrics, with experience in quantitative investment research and a solid understanding of equity derivative modeling.The successful candidate will be...

  • Quantitative Risk Analyst

    1 month ago

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

    Job SummarySumitomo Mitsui Financial Group, Inc. is seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our risk management department, you will be responsible for creating and implementing risk models to identify and mitigate potential risks across various business units.The ideal candidate will have a strong...

  • Quantitative Modeling Specialist

    4 weeks ago

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

    Job Summary:The Quantitative Analyst will be responsible for developing and implementing quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools. This includes hardware acceleration, advanced calculus, C++, C#, .NET, Java, object-oriented software design, Python, kdb, Structured Query...

  • Risk and Quantitative Specialist

    4 weeks ago

    New York, New York, United States Assured Guaranty Full time

    Assured Guaranty is seeking a highly skilled Risk and Quantitative Specialist to join the Economic Capital and Portfolio Risk Management Group in the Risk Management Department.Key Responsibilities:Modeling and analysis of credit risk and data in the financial guaranty marketDevelopment of internal credit risk tools from the economic capital perspective...

  • Quantitative Modeling Specialist

    4 weeks ago

    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 primarily 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 the...

  • Senior Quantitative Analyst

    4 weeks ago

    New York, New York, United States Ashton Lane Group, Inc Full time

    Job SummaryAshton Lane Group, Inc is seeking a seasoned quantitative professional to lead our credit risk modeling efforts. The ideal candidate will have a strong background in statistical modeling, experience with credit risk analytics, and excellent leadership skills.Key ResponsibilitiesDevelop and maintain credit risk models for structured finance...

  • Quantitative Risk Model Developer

    4 weeks ago

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

    The Hispanic Technology Executive Council seeks a highly skilled Quantitative Risk Model Developer to join its team. As a key member of the Risk Management department, this professional will be responsible for developing, enhancing, and validating methods of measuring and analyzing risk across various domains, including market, credit, and operational...

  • Quantitative Risk Analyst

    4 weeks ago

    New York, New York, United States Bloomberg Full time

    Bloomberg'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.These models include those for pricing and risk of derivative products across all major asset classes, including...

  • Quantitative Risk Analyst

    4 weeks ago

    New York, New York, United States Bloomberg Full time

    Job SummaryBloomberg is seeking an experienced Liquidity Risk Quantitative Analyst to join our Quantitative Analytics team in New York. The successful candidate will be responsible for researching, designing, and implementing statistical and machine-learning models to estimate liquidity risk for corporate, municipal, and sovereign debt, as well as equity...

  • Quantitative Risk Analyst

    4 weeks ago

    New York, New York, United States Bloomberg Full time

    Job Title: Quantitative Risk AnalystJob Summary: We are seeking a highly skilled Quantitative Risk Analyst to join our team at Bloomberg. As a Quantitative Risk Analyst, you will be responsible for researching, designing, and implementing statistical and machine-learning models to estimate liquidity risk for corporate, municipal, and sovereign debt, and...

  • Quantitative Risk Manager

    1 month ago

    New York, New York, United States eFinancialCareers Full time

    Job Title: Risk ManagerThis is a strategic hire as the firm continues to build a robust and highly quantitative risk management team. The successful candidate will be responsible for a range of tasks including:Modelling a complex, multi-asset portfolio via a combination of 3rd party systems and proprietary models.Designing and monitoring bespoke risk...

  • Quantitative Risk Model Developer

    4 weeks ago

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

    Job SummaryThe Model/Anlys/Valid Sr Officer I is a strategic professional who closely follows the latest trends in risk management and adapts them for application within the business.Typically, a small number of people within the business provide the same level of expertise. Excellent communication skills are required to negotiate internally, often at a...

  • Quantitative Risk Management Expert

    4 weeks ago

    New York, New York, United States Michael Page Full time

    Job Description:As a Quantitative Risk Specialist at Michael Page, you will play a key role in creating and managing risk models to help our clients navigate the complex world of financial risk. Your expertise in statistical and financial techniques will be invaluable in establishing thresholds, at-risk levels, and exposure limits. You will work closely with...

Quantitative Risk Modeling Specialist

1 month ago

New York, New York, United States Bloomberg Full time
Job Title: Quantitative Risk Modeling Specialist

Bloomberg's Quantitative Analytics team is seeking a highly skilled Quantitative Risk Modeling Specialist to join our team in New York. As a key member of our team, you will be responsible for designing, implementing, and testing advanced statistical and machine learning models to estimate liquidity risk for corporate, municipal, and sovereign debt, and equity securities.

Key Responsibilities:

  • Research and develop new liquidity risk models using advanced statistical and machine learning techniques
  • Implement and test models in collaboration with our Engineering and Model Validation teams
  • Communicate complex modeling concepts and assumptions to external clients, product managers, and risk product support unit
  • Assist the QRA Team Leader with liquidity risk project management and coordination with Engineering, Product Managers, and Model Validation partners
  • Maintain liquidity risk methodology thought leadership and publish research papers in academic and industry journals

Requirements:

  • Ph.D. in a quantitative field such as Mathematics, Physics, Engineering, or Quantitative Finance
  • Minimum of 4+ years of experience in liquidity risk modeling or a similar field
  • Hands-on experience in designing, implementing, and testing machine learning algorithms and data-analysis pipelines
  • Demonstrable knowledge of probability theory, stochastic processes, and statistical estimation
  • Experience in Python and software engineering, including code design, implementation, testing, and production release

We are looking for a candidate with:

  • Strong oral and written communication skills
  • Collaborative mentality and experience working in teams with other quants, engineers, and product managers
  • Familiarity with object-oriented and functional design patterns, and programming
  • Team leadership and ability to communicate with internal and external stakeholders and clients

If you are a motivated and experienced quantitative risk modeling specialist, please apply to join our team at Bloomberg.