Market Risk Quantitative Analyst
4 days ago
At 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 management efforts.
Key Responsibilities:
- Develop and maintain Market Risk models, including VaR, SVaR, and RNiV models for Traded Asset Classes (IR/FX/Credit)
- Collaborate with Risk Managers and Front Office Quants to understand methodology procedures for Model Development
- Design and implement 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
- Proficiency in Python, C++, and SQL
We offer a dynamic and challenging work environment, with opportunities for professional growth and development. If you are a motivated and detail-oriented individual with a passion for Market Risk modeling, we encourage you to apply for this exciting opportunity.", "lang_code": "en-US"}
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