Senior Quantitative Risk Analyst

About the job

Our client is a rapidly expanding global financial services firm seeking a highly skilled Senior Quantitative Risk Analyst to join their fully remote team. This role is critical in developing and implementing sophisticated risk models, performing complex quantitative analysis, and providing actionable insights to senior management. You will be instrumental in identifying, measuring, and managing various financial risks across the organization, including market, credit, and operational risks. This position offers the opportunity to work with cutting-edge technology and a diverse portfolio of financial products, all from the convenience of your home office. Responsibilities: • Develop, validate, and maintain quantitative models for risk assessment, including VaR, CVA, XVA, stress testing, and scenario analysis. • Conduct in-depth statistical analysis of financial data to identify trends, patterns, and potential risks. • Implement and enhance risk management frameworks and policies. • Collaborate with trading desks, IT, and business units to understand risk exposures and develop appropriate mitigation strategies. • Prepare comprehensive risk reports and presentations for senior management and regulatory bodies. • Stay current with regulatory changes and industry best practices in quantitative risk management. • Mentor junior analysts and contribute to the team's knowledge sharing and development. • Automate risk reporting processes and data analysis using programming languages. • Perform ad-hoc analysis on various risk-related topics as required by the business. • Contribute to the strategic direction of the risk management function. Qualifications: • Master's or Ph.D. in a quantitative field such as Finance, Economics, Mathematics, Statistics, Physics, or Computer Science. • Minimum of 5 years of relevant experience in quantitative risk management within the financial services industry. • Strong understanding of financial markets, derivatives, and fixed income instruments. • Proficiency in programming languages like Python, R, C++, or Java for quantitative analysis and modeling. • Expertise in statistical modeling, time series analysis, and econometrics. • Experience with risk management software and platforms. • Excellent analytical, problem-solving, and critical thinking skills. • Strong communication and presentation skills, with the ability to explain complex quantitative concepts to a non-technical audience. • Demonstrated ability to work independently and manage multiple priorities in a remote setting. • Familiarity with regulatory requirements (e.g., Basel III, Dodd-Frank) is a plus. This is an excellent remote opportunity to leverage your quantitative expertise in a challenging and rewarding environment.

Requirements

• Risk modeling
• Statistical analysis
• Programming
• Quantitative analysis

Qualifications

• Master's or Ph.D. in a quantitative field
• 5 years of relevant experience in quantitative risk management

Preferred Technologies

• Risk modeling
• Statistical analysis
• Programming
• Quantitative analysis

About the company

WhatJobs Direct is a rapidly expanding global financial services firm that helps in identifying, measuring, and managing various financial risks across organizations.