Quantitative Analyst

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New York, NY

Industry: Staffing & Recruiting

  •  

Not Specified years

Posted 193 days ago

  by    Radhika Arora

Our client is seeking a Quantitative Analyst to join the Credit Analytics department. This candidate must understand the relationship between risk, the regulatory environment and how processes operate at Financial Institutions.

Responsibilities:

  • Market risk/Counterparty Credit risk/credit risk model development, meeting CCAR regulatory requirement
  • Understand derivative pricing technique
  • Model risk management and governance
  • Model implementation
  • Regulatory readiness
  • In-depth technical capabilities and professional knowledge
  • Monitor progress, manage risk and ensure key stakeholders are kept informed about progress and expected outcomes

Skills:

  • Master's or PhD degree in Economics, Finance, computational finance, mathematics, engineering, statistics, or physics preferred
  • Statistical and numerical techniques and the principles of the theory of probability and statistics
  • Knowledge of working with large data set
  • C++/R/Matlab/SAS/Visual Basic/Excel routines and analytical programming requirements
  • Knowledge of capital markets products, methodologies and financial analytics
  • Develop and integrate quantitative skills