Quantitative Risk Analyst
Tasks
- Automate repetitive analytics and reporting
- Build and maintain analytics tooling
- Build curves and sensitivities
- Collaborate with investments actuarial finance risk and IT stakeholders
- Formulate investment hedging and balance sheet strategies
- Generate scenarios and stress testing
- Improve pricing monitoring attribution and scenario workflows
- Maintain and extend quantitative risk platform
- Model instruments in risk system
- Oversee risk and attribution reporting production
- Produce governance papers and supporting analysis
- Quantify strategy impact on economic accounting and regulatory metrics
- Resolve discrepancies between front office risk and finance
- Translate strategy tradeoffs for stakeholders
- Validate model outputs against benchmarks
Perks/Benefits
- N/A
Skills/Tech-stack
AI | Advanced Analytics | Attribution | BI tools | Curves | Derivatives pricing | Financial Markets Mathematics | Financial markets | Python | Risk Modelling | SQL | Scenario Analysis | Sensitivities | Stress Testing | VBA | Vanilla derivatives
Education
Bachelor of Engineering | Bachelor of Science | Master of Science | PhD
Roles
Analyst | Market Quant | Quant | Quantitative Risk Analyst | Risk Analyst
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