27045-Quantitative Risk Analyst

New York, NY 10282

Posted: 07/21/2022 Industry: Other Job Number: 38417

Job Description

Quantitative Risk Analyst




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.


  • 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


  • Any degree in Financial Mathematics, Mathematics, Financial Engineering, Statistics, Computer Science, Physics, or a related discipline.


Job Requirements


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John Pottebaum

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