MAKE Corporation
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Quantitative Risk Analyst
#JP-27045
Location: Hybrid in NEW YORK, NY
Duration: 3-12 Months+
Description: and Principal Accountabilities:
Requirements:
Education:
27045-Quantitative Risk Analyst
New York, NY 10282 US
Posted: 07/21/2022
2022-07-21
2023-04-22
Industry: Other
Job Number: 38417
Job Description
Quantitative Risk Analyst
#JP-27045
Location: Hybrid in NEW YORK, NY
Duration: 3-12 Months+
Description: and Principal Accountabilities:
- The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for financial clearing initiatives.
- As a Quantitative Risk Analyst, you will assist the Clearing Department on day-to-day activities in support of quant risk team. Daily responsibilities include Risk Research and Analysis, historical data validation, model validation, code release testing, and portfolio back-testing.
Requirements:
- Strong quantitative and analytical background.
- The ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results.
- Knowledge in quantitative risk modeling and knowledge of statistical models in risk management.
- Excellent analysis, communication, and documentation skills.
- Knowledge of financial markets.
- Knowledge in derivatives modeling and knowledge of volatility models is helpful.
- Experience with any programming languages such as C++/C#, R, VBA, and SQL is preferred.
- Any exposure to risk models like, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. is helpful but not required
Education:
- Any degree in Financial Mathematics, Mathematics, Financial Engineering, Statistics, Computer Science, Physics, or a related discipline.
Job Requirements
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