Quantitative Market Risk Analyst
Tasks
- Build automated valuation reports and dashboards
- Communicate valuation movements to stakeholders
- Conduct quantitative analysis of structured deals
- Design scenario analysis and stress testing methodologies
- Develop valuation analytics models
- Investigate anomalies and reconcile differences
- Maintain and validate Value at Risk models
- Model and estimate volatilities and correlations
- Review report accuracy and consistency
- Run monitor and validate daily valuation and risk reports
Perks/Benefits
- Accidental death and dismemberment coverage
- Annual vacations
- Cross-functional opportunities
- Global networking
- Life insurance
- Maternity leave
- Medical plans
- Relocation program
- Training and development
- Tuition assistance
- Workplace flexibility
Skills/Tech-stack
Allegro | Correlation modeling | Dynamic Programming | ETRM | Econometrics | Endur | Mathematical Optimization | Monte Carlo | Monte Carlo Simulation | Option Greeks | Performance Monitoring | Python | SQL | Scenario Analysis | Statistical Analysis | Stress Testing | Structured products | Tableau | Testing | VAR | Value-at-Risk | Version control | Volatility modeling
Education
MBA | Master of Science | PhD
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