Quantitative Risk Analyst

About the Company

Undertake reviews and analysis across the portfolio for Market Risk. Undertake development or validation on classic quantitative models (investment risk, VaR, product pricing, etc).

About the Role

This position requires the candidate to work with Risk Data Analytics and Infrastructure team to build and enhance risk analytics systems, processes, reports to support the Enterprise Risk team at . The ideal candidate must have strong experience performing financial risk analysis and implementing models in Python.

Responsibilities

• Market Risk Model Management
• Model Development and Validation
• Model Risk Assessment and Governance

Qualifications

• Bachelors in information technology or related fields

Required Skills

• Need candidates with an experience between 4- 7 years
• Prior experience with Python to perform financial risk analysis and modeling
• Prior experience and domain knowledge in Asset Management / Financial Risk Management
• Technology: Deep understanding of financial products data (Equities, Fixed Income)
• Excellent verbal and written communication skills

Preferred Skills

• Experience in building various feeds to risk engines (MSCI Risk Manager, FactSet) using batch or service API
• Experience with R
• Experience with reporting or data visualization tools (Tableau or Power BI)
• Experience with RDBMS (Oracle, MS SQL, MySQL)