Quantitative Analytics & Model Consultant Senior - Market Risk
Madison Avenue NY (NY019), United States
USD 112K-249K Senior-level Full Time
Tasks
- Develop and maintain PFE models
- Develop and maintain VaR models
- Develop and maintain stress and exposure models
- Perform model validation and governance
- Perform quantitative analysis and model development
- Prepare documentation for validation and regulatory compliance
- Support FRTB analytics
- Support new products and portfolio changes
Perks/Benefits
- 401k match
- Dental insurance
- Educational assistance
- Health insurance
- Life insurance
- Paid time off
- Parental leave
- Pension
- Stock purchase plan
- Vision insurance
- Wellness program
Skills/Tech-stack
At risk | Banking Book | Bloomberg | CCAR | CECL | Data Analysis | Data Quality | FRTB | Financial Analysis | Interest Rate | Interest Rate Risk | Interest Rate Risk in the Banking Book | Model Governance | Model Validation | Murex | Potential Future Exposure | Python | Regulatory Compliance | Stress Testing | Value-at-Risk
Education
Regions
Countries
States
Cities
Related jobs
-
Quantitative Analytics Professional USD 105K-157KBayesian Methods | Credit Risk | Credit risk modeling | Data Quality | Default modelingEntry-level Full TimeHeadquarters 4, United States2d ago
-
Quant Analytics Senior Associate USD 143K-195KAlteryx | BigQuery | Generative AI | LLM | Machine LearningBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site wellness centersSenior-level Full TimeWilmington, DE, United States3d ago
-
Alteryx | Data Analysis | Data Mining | Data Modeling | Data VisualizationBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site health and wellness centersSenior-level Full TimeWilmington, DE, United States3d ago
-
Quantitative Analytics Senior USD 126K-190KArtificial Intelligence | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Derivatives ValuationSenior-level Full TimeHeadquarters 4, United States3d ago
-
Quantitative Analytics Lead Associate USD 71K-125KCause analysis | Cloud Computing | Data Retrieval | Data Transformation | Distributed ComputingFlexible work optionsSenior-level Full Time4910 Tiedeman Road, Brooklyn, OH, United …4d ago
-
Senior Manager, Quantitative Analytics USD 255K-315KContinuous Monitoring | Credit Risk | Data Integrity | Machine Learning | Model ValidationDental and vision coverage | ESPP | Flexible spending wallets | Remote-first | Subsidized medical coverageSenior-level Full TimeRemote US R8d ago
-
Performance Marketing Analytics - Senior Associate USD 164K-201KA/B | A/B Testing | Anomaly Detection | B testing | Data PipelinesSenior-level Full TimeColumbus, OH, United States9d ago
-
Applied Probability | Artificial Intelligence | C++ | Data Management | Data VisualizationMentorship | Networking opportunities | Onsite induction week | Professional development | Speaker seriesEntry-level Full Time Internship141753-NC-Three Wells Fargo Center, Charlotte, United …9d ago
-
Applied Probability | Artificial Intelligence | C++ | Data Modeling | Data VisualizationMentorship | Networking opportunities | Professional development | Speaker series | Technical trainingEntry-level Full Time Internship141753-NC-Three Wells Fargo Center, Charlotte, United …9d ago
-
Quantitative Analytics Senior USD 126K-190KAlgorithm Design | Bayesian Methods | Computational Methods | Credit Risk | Credit risk modelingSenior-level Full TimeHeadquarters 4, United States9d ago
-
Agile | Asynchronous programming | C++ | Confluence | Functional ProgrammingOnsite work | Travel up to 10 percent | Visa sponsorshipSenior-level Full Time144039-NC-550 S Tryon, United States9d ago
-
Quantitative Analytics - Senior Associate USD 188K-215KActivity-based costing | Capacity Planning | Dashboarding | Data Analysis | PythonBackup childcare | Financial coaching | Health care coverage | Mental health support | Retirement savings planSenior-level Full TimeChicago, IL, United States9d ago
-
Quantitative Analytics Specialist (002164) USD 77K-133KArtificial Intelligence | C++ | Computational statistics | Data Processing | EconometricsTelecommuting up to 2 days per weekMid-level Full Time141753-NC-Three Wells Fargo Center, Charlotte, United … R10d ago
-
Quantitative Analytics Specialist (002152) USD 77K-133KArtificial Intelligence | C++ | Computational statistics | Data Processing | EconometricsTelecommuting up to 2 days per weekMid-level Full Time141753-NC-Three Wells Fargo Center, Charlotte, United … R10d ago
-
Quantitative Analytics Specialist (002136) USD 77K-133KArtificial Intelligence | C++ | Computational statistics | Data Processing | EconometricsTelecommuting up to 1 day per weekMid-level Full Time144039-NC-550 S Tryon, United States R10d ago
-
Quantitative Analytics Specialist (#001887) USD 153K-239KC++ | Convolutional Neural Network | Core programming | Data Visualization | Deep learningTelecommuting up to 2 days per weekSenior-level Full Time141753-NC-Three Wells Fargo Center, Charlotte, United … R11d ago
-
Senior Associate, Decision Science – Finance Analytics USD 170K-210KA/B | A/B Testing | Amazon Web Services | Artificial Intelligence | B testingBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site health and wellness centersSenior-level Full TimeColumbus, OH, United States16d ago
-
Business Banking Sales Quant Analytics Senior Associate USD 143K-165KAlteryx | Amazon Web Services | Clustering | Dashboards | Data QualityBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site health and wellness centersSenior-level Full TimeOH, United States16d ago
-
Quantitative Analytics Tech Lead (Collateral Models) USD 144K-216KAnalytics | Artificial Intelligence | C++ | Collateral modeling | Credit RiskSenior-level Full TimeHeadquarters 4, United States16d ago
-
Quant Analytics Sr Associate - Model Risk USD 96K-181KAsset Liability Models | Bloomberg | Calypso | Cloud Computing | CommoditiesFlexible work options | In-office presenceMid-level Full Time127 Public Square, Cleveland, OH, United …16d ago
-
Lead Quantitative Analytics Associate USD 71K-125KCause analysis | Cloud Computing | Data Modeling | Data Transformation | Distributed ComputingFlexible work options | In-office work requirementSenior-level Full Time726 Exchange Street, Buffalo, NY, United …18d ago
-
Quant Analytics Mgr. USD 116K-216KCloud Computing | Data Analysis | Data Governance | Data Modeling | Distributed ComputingFlexible work options | In office presence approachMid-level Full Time4910 Tiedeman Road, Brooklyn, OH, United …23d ago
-
Automated Monitoring | Backtesting | Credit Risk | Credit risk modeling | Data IntegrityDental coverage | Employee stock purchase plan | Flexible spending accounts | Health coverage | Paid time offSenior-level Full TimeRemote US R24d ago
-
Quantitative Analytics Senior (Credit Risk Modeling) USD 126K-190KC++ | Competing risk hazard models | Consumer Credit Risk | Consumer Credit Risk Models | Consumer creditSenior-level Full TimeHeadquarters 4, United States24d ago
-
INVESTMENT OFFICER - Quantitative Analytics USD 145K-227KBacktesting | Data Analysis | Data Visualization | Data analytics | MATLABDeferred compensation plan | Medical, dental & vision coverage | Retirement pension planMid-level Full TimeSpringfield, IL, US, 6270224d ago