Manager, Quantitative Risk Analysis
499 Washington Blvd., Jersey City NJ, United States
USD 127K-137K Mid-level Full Time
Tasks
- Assess market financial and operational risk
- Collaborate with business and risk leads on model validation
- Collaborate with model developers and owners
- Communicate quantitative findings to stakeholders
- Conduct back testing stress testing sensitivity testing
- Create data visualizations
- Develop mathematical methodologies algorithms and diagnostics
- Enforce model risk management framework policies and procedures
- Ensure model documentation completeness
- Guide independent validation of quantitative models
- Perform quantitative and qualitative model validation
- Perform scenario analysis for model robustness
Perks/Benefits
- N/A
Skills/Tech-stack
Arch | Bloomberg | Excel | GBM Simulator | LightGBM | NumPy | Pandas | PowerPoint | Python | QuantLib | R | SQL | SciPy | Scikit-learn | Word
Education
Regions
Countries
States
Cities
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