Market Risk Quantitative Analyst

1 day 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. 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 unique opportunity to work closely with senior management and decision-makers in the business, driving growth and innovation in the field of Market Risk Analytics. You will be responsible for hands-on model development, including building VaR models from scratch, and collaborating with Risk Managers and FO Quants to understand methodology procedures for Model Development.

Key Responsibilities:

  • Develop and implement Market Risk Models (VaR, SVaR, RNiV) for the firm's 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
  • Work in the full model development life cycle from methodology to development to implementation

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

About Selby Jennings:

Selby Jennings is a leading global recruitment agency specializing in financial services recruitment. We are committed to delivering exceptional recruitment solutions to our clients and candidates.



  • 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 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...


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

    Position Overview: As a Quantitative Risk Analyst at Goldman Sachs, you will play a pivotal role in enhancing risk validation frameworks within our financial services environment. Your responsibilities will include the development and refinement of sophisticated risk assessment models utilizing extensive computational resources to ensure the integrity of...


  • 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 Selby Jennings Full time

    Position: Equity Risk Quantitative AnalystCompany: Selby JenningsJob Type: HybridEmployment Type: PermanentCompensation: USD 200,000 per annumSelby Jennings is seeking a skilled Equity Risk Quantitative Analyst to enhance their team. This role is integral to the development of advanced quantitative frameworks for factor modeling and comprehensive risk...


  • 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 Selby Jennings Full time

    Join a Leading Multi-Strategy Hedge FundWe are seeking an experienced Equity Risk Quantitative Analyst to enhance our team. This role involves working on portfolio construction, risk management, and optimization, as well as developing risk factor models and conducting factor research for our fundamental equity investment teams.The team operates with a broad...


  • 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 M&T Bank Full time

    Position Overview: Reporting to the Director of Credit Risk Modeling, this position is responsible for spearheading and overseeing a quantitative modeling team within the Commercial Credit domain. The primary focus is to address data, systems, and modeling requirements for Commercial Risk Rating models, including Scorecards and Behavioral models, essential...


  • 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 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

    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 Schonfeld Full time

    Senior Quantitative Risk Analyst - Enterprise RiskPosition OverviewWe are in search of a highly skilled professional to become an integral part of our risk management team, focusing on investment analysis and supporting senior executives in making informed capital allocation and risk management choices. The ideal candidate will assist in the development and...


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

    The Senior Quantitative Analyst is a highly experienced professional role that leverages extensive knowledge to enhance the development of innovative methodologies and refine operational processes within the organization. This position integrates specialized knowledge and industry insights within a specific domain, necessitating a profound understanding of...


  • 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,...


  • New York, New York, United States M&T Bank Full time

    Position Overview: Reporting to the Director of Credit Risk Modeling, this position is responsible for overseeing and directing a quantitative modeling team within the Commercial Credit sector. The primary focus is to address the data, systems, and modeling requirements for Commercial Risk Rating models (such as Scorecards and Behavioral models) that are...

  • Quantitative Analyst

    3 weeks ago


    New York, New York, United States Virtu Financial Full time

    Company OverviewVirtu Financial is a premier financial institution that utilizes advanced technology to provide liquidity across global markets and deliver innovative, transparent trading solutions to its clientele. As a prominent market maker, Virtu plays a crucial role in enhancing market efficiency worldwide by offering substantial liquidity.Core...


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

    Senior Quantitative Risk Analyst - Enterprise RiskPosition OverviewWe are in search of an exceptionally skilled professional to become an integral part of our risk management team, focusing on investment analysis and providing support to senior executives in capital allocation and risk management strategies. The ideal candidate will play a crucial role in...


  • New York, New York, United States Nomura International Full time

    Job SummaryNomura International is seeking a highly skilled Quantitative Analyst to join our Equity Derivatives Quant team in New York. As a key member of our team, you will be responsible for developing and maintaining complex mathematical models to support our trading and risk management activities.Key ResponsibilitiesModel Development: Design, implement,...