Published: May 1, 2017
Job Type
Up to $175K + bonus
Job ID


VP-Quant Analyst

Our client, a major international bank, is seeking a Quant Analyst at the VP level to join its team in New York City. The VP-Quant Analyst will be responsible for developing risk modelling, measurement, analysis, and back-testing capabilities. In this job, you will be designing risk methods with respect to all constraints.

Primary Responsibilities of a VP-Quant Analyst:

  • Assess current and create new risk methods, taking into consideration requirements, stakeholder interests, and regulatory constraints
  • Liaise with the necessary technical teams to test and adjust codes used to execute risk methods
  • Participate in quality assurance processes, such as back-testing and the VaR Adequacy process
  • Partake in regulatory matters, including Quantitative Impact Studies
  • Advise the Front Office on the risk assessment of deals in cases where the standard methods may not be applicable

A successful VP-Quant Analyst will have:

  • 7+ years’ relevant experience, preferably at a large investment bank
  • Previous experience in a market risk modelling role in the quantitative finance field
  • Strong knowledge of risk management best practices
  • Understanding of derivatives and stochastic processes
  • Knowledge of the current regulatory framework
  • Prior use of C# or C++ preferred
  • Ability to communicate and interact with supervisors and regulators
  • Advanced degree (Masters or higher) in a financial or scientific discipline

Quantitative Analyst - Market Risk / Market Risk Modeler / Risk Management Modeling

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