Quantitative Analyst, VP
Location(s): New York, New York, United States
USD 200K-250K Executive-level Full Time
Tasks
- Align calculations with risk management and capital policies
- Assess capital impact of new trades
- Build xva pricing utilities for trading desk
- Coach juniors on model development and coding standards
- Coordinate release schedules and resolve operational issues
- Design structured trade pricing and hedging strategies
- Develop cross asset pricing frameworks
- Enhance data-driven decision making
- Ensure model governance and documentation
- Evaluate hedging strategies and business impacts
- Lead design and implementation of counterparty credit risk models
- Lead design test and deployment of internal applications
- Lead sa ccr and rwa calculations
- Manage and enhance xva pricing infrastructure
- Optimize workflows and improve reporting
- Oversee pricing and risk management for derivatives
- Perform curve calibration and pricing analytics
- Review deliverables for accuracy and risk guideline adherence
- Translate business needs into actionable project requirements
Perks/Benefits
- 401k matching
- Disability insurance
- Hybrid work options
- Life insurance
- Medical, dental, and vision coverage
- Paid time off
- Wellness programs
Skills/Tech-stack
C++ | CCAR | Calculus | Counterparty Credit | Counterparty Credit Risk | Counterparty Credit Risk Modeling | Credit risk modeling | Curve calibration | Derivatives pricing | Differential Equations | Financial risk | Financial risk modeling | GSST | ICAAP | Monte Carlo | Monte Carlo Simulation | Partial differential equations | Probability | Python | RWA | Regulatory Stress Testing | Risk Modeling | SA-CCR | SQL | Statistical Analysis | Stress Testing | XVA
Related jobs
-
Artificial Intelligence | Critical Thinking | Data Analysis | Data Visualization | Dataset developmentProfessional developmentMid-level Full TimeGeorgetown University: Main Campus: Walsh School …11d ago
-
Process and Analytics Engineer USD 105K-140KAgile | Anomaly Detection | Asset Framework | HYSYS | HYSYS OnlineDental insurance | Disability insurance | Educational assistance | Flexible spending account | Health insuranceMid-level Full TimeWichita, Kansas14h ago
-
Senior Finance Data Analyst USD 120K-165KArtificial Intelligence | Data Governance | Data Modeling | LLM | Machine LearningDental insurance | Disability insurance | Educational assistance | Flexible spending account | Health savings accountSenior-level Full TimeWichita, Kansas14h ago
-
Product Analyst / Data Analyst USD 100K-140KAI Agents | API Integration | AWS | CloudWatch | CypherAdoption Assistance | Dental insurance | Disability insurance | Educational assistance | Flexible spending accountMid-level Full TimeWichita, Kansas15h ago
-
Senior Finance Data Engineer / Data Analyst USD 100K-120KDAX | Dashboard Development | Data Modeling | Data Standardization | Data TransformationSenior-level Full TimeAuburn Hills, MI, United States15h ago
-
Data Integrity | Data Modeling | Excel | Forecasting | KPI Development401k match | Dental insurance | ESPP | Employee assistance benefits | Employer-paid disability insuranceSenior-level Full TimeHOUSTON, US, 7705619h ago
-
Azure Databricks | Dashboarding | Data Analysis | Data Mining | Data ModelingRemote workSenior-level Full TimeUnited States R20h ago
-
Data Analyst - Forecasting and Optimization USD 124K-187KBacktesting | Deep learning | Feature Engineering | Gurobi | HiGHS401k matching | Disability insurance | Health insurance | Life insurance | Medical savings accountMid-level Full TimePhiladelphia, PA, United States22h ago
-
Data Modeling | Data analytics | Language Models | Large Language Models | Machine LearningCoaching | Hybrid work model | Mental health counseling | Mentorship | Paid volunteer timeMid-level Full TimeRaleigh, US, North Carolina23h ago
-
AVP, Business Insights and Analytics USD 169K-175KAlteryx | Change Management | Data Dictionary | Data Governance | Data Lineage401k | Dental insurance | Incentive Award Eligible | Life insurance | Medical insuranceExecutive-level Full TimeBuilding 400-Whippany Campus, Jefferson Park, United …1d ago
-
Engineer – Data Engineer III USD 86K-123KDimensional Modeling | Informatica PowerCenter | Perl | Python | SQLMentorship programs | Paid caregiver leave | Paid parental leave | Training programs | Volunteer activitiesSenior-level Full TimeUSA - PA - Conshohocken - … R1d ago
-
Business Analyst, Reporting and Analytics USD 66K-80KBusiness Process | Business process modeling | Customer Experience | Customer satisfaction | DashboardingMid-level Full TimeSanturce-NEOS, United States1d ago
-
Dashboarding | Data Quality | Data Reconciliation | Data Validation | Data Visualization401k | Dental insurance | Health insurance | Life insurance | Paid HolidaysSenior-level Full TimeMassachusetts Work at Home, United States R1d ago
-
Sr Analyst, Business Analytics USD 46K-102KData Analysis | Data Visualization | ETL | HIPAA | Healthcare ClaimsDental coverage | Medical coverage | Paid time off | Retirement savings options | Travel 10 percentSenior-level Full TimeWork At Home-Texas, United States1d ago
-
E T Consultant - Talent Analytics and Insights USD 104K-145KDashboard Development | Data Analysis | Data Governance | Data Quality | Data VisualizationMid-level Full TimeWashington, DC, United States; Washington, DC,United …1d ago
-
Analytics Consultant USD 61K-136KAlteryx | Automation | Business Intelligence | Data Querying | Data Visualization401k plan | Annual incentive bonus plan | Disability insurance | Employee assistance program | Paid HolidaysMid-level Full TimeChicago Illinois HQ (300 E. Randolph …1d ago
-
Data Analyst - 2373615 USD 116K-221KAWS Athena | AWS EMR | AWS S3 | Apache Airflow | Boto3401k matching | Employee stock purchase plan | Medical/Dental/Vision | Telecommuting availableEntry-level Full TimePrimary location: Eden Prairie, MN R1d ago
-
Senior Data Analyst – Business Operations USD 120K-167KAI machine learning | Audit Analytics | Automation | Data Architecture | Data GovernanceSenior-level Full TimeGreenville, SC, United States1d ago
-
Senior Data Analyst - 2373637 USD 131K-177KAvailability | BTEQ | Backup/Restore | Data Modeling | Data WarehousingSenior-level Full TimePrimary location: Eden Prairie, MN1d ago
-
Data Analyst II USD 120K-163KAutomation | Business Intelligence | Data Governance | Data Mining | Data ModelingFlexible schedule | Remote work | TrainingMid-level Full TimeBay Area Remote, United States R1d ago
-
Lead Data Analysis USD 130K-196KAPI Integration | Azure OpenAI | Copilot Studio | CrewAI | DBT401k plan | Adoption reimbursement | Disability benefits | Employee assistance program | Employee discountsSenior-level Full TimeDallas, Texas1d ago
-
Senior Data Analyst - Eden Prairie, MN - 2373646 USD 97K-110KAgile | Alteryx | Azure Data | Azure Data Factory | Big Data401k matching | Dental insurance | Employee stock purchase plan | Medical insurance | Partial telecommutingSenior-level Full TimePrimary location: Eden Prairie, MN1d ago
-
Data Analyst - 2373621 USD 119K-119KBusiness Intelligence | Data Modeling | Data Normalization | Data Quality | Data VisualizationMid-level Full TimePrimary location: Eden Prairie, MN R1d ago
-
Algorithmic trading | Backtesting | KDB | Market Microstructure | Mathematical Finance401k | Health insurance | Paid time off | Wellness programsExecutive-level Full TimeLocation(s): New York, New York, United …1d ago
-
Credit Quantitative Analyst USD 175K-250KC++ | Fixed Income | Numerical Methods | Probability theory | Python401k | Accident insurance | Dental insurance | Disability insurance | Health insuranceMid-level Full TimeLocation(s): New York, New York, United …1d ago