Quantitative Market Risk Analyst
- Contribute to the development, management and modernization of processes, tools and reporting necessary to ensure a robust risk and compliance environment
- Develop ,validate and enhance models of market and credit risk
Perform backtests, stress tests, scenario analyses and sensitivity studies.
- Bachelor degree in a quantitative field such as Finance, Economics, Mathematics, Mathematical Finance, Physics or Engineering; Advanced degree preferred
- Strong quantitative analytical experience, including background with statistical analysis and database structure
- At least 3 years work experience in a quantitative analysis at a commercial bank, investment bank, or consulting firm
- At least 3 years work experience in financial markets and derivatives
- Ability to assess data, interpret ambiguous situations, and make decisions under pressure
- Strong programming skills in using one or more programming languages, such as SAS, SQL, R, Python, MATLAB, C/C++, etc.
- Clear thinking, good business sense and judgment
- Strong interpersonal and communication skills
- Excellent command of English both written and verbal