Quantitative Analyst - Rates XVA, AVP
Location(s): New York, New York, United States
USD 150K-175K Executive-level Full Time
Tasks
- Build and enhance XVA models
- Build exposure modelling for counterparty risk analytics
- Collaborate with traders and technology teams
- Develop quantitative libraries
- Implement Monte Carlo simulation
- Improve model performance and infrastructure
- Support model lifecycle activities
Perks/Benefits
Skills/Tech-stack
C++ | Counterparty Risk Analytics | Counterparty risk | Derivatives pricing | Exposure Modelling | Financial Mathematics | Interest Rate | Interest Rate Derivatives | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Probability | Python | Risk Analytics | Statistics | Valuation models
Education
N/A
Roles
Analyst | Developer | Quantitative Analyst | Quantitative Developer
Regions
Countries
States
Cities
Related jobs
-
Data Solutions Analyst USD 100K-160KApache Spark | Big Data | Dashboards | Data Streaming | Data WarehousingMid-level Full TimeSan Mateo, CA, US1d ago
-
Data Solutions Analyst USD 100K-160KApache Spark | Big Data | Data Warehousing | Data integration | GrafanaMid-level Full TimeSan Francisco, CA, US1d ago
-
Mid-level Full TimeUS-IL-Chicago1d ago
-
Accounting for Business Combinations | Alteryx | Business combinations | Consolidation accounting | Data ManagementMentorship | Professional development | Travel opportunitiesEntry-level Full TimeChicago, Illinois, United States; Dallas, Texas, …1d ago
-
API | Airflow | Amazon Web Services | Apache Spark | AzureLearning and development | Mentorship | Travel opportunitiesEntry-level Full TimeAtlanta, Georgia, United States; Boston, Massachusetts, …1d ago
-
PIIM Analytics Lead USD 105K-160KBigQuery | DAX | Data Governance | Data Quality | Data VisualizationDental insurance | Disability insurance | Medical insurance | Paid time off | Supplemental insuranceSenior-level Full TimeClay, NY, US1d ago
-
Data Analyst - IC 2 USD 95K-153KBigQuery | Data Visualization | Excel | Hypothesis Testing | MATLAB401k match | Employee resource groups | Flexible schedules | Leadership development program | Mentorship programMid-level Full TimeUtah, United States1d ago
-
Sr. AI Developer, Engineering USD 56K-75KAI Agents | Async Programming | Audit Logging | BigQuery | CI/CDEntry-level Full TimeKansas City, MO, United States1d ago
-
Quality Assurance Analyst - Embedded Software USD 85K-100K3D Graphics | 3D Graphics Testing | Build and Release Management | Build and release | C plus plus401k matching | Career development | Dental insurance | Employee assistance program | Medical insuranceSenior-level Full TimeFort Worth, TX1d ago
-
Operations Data Engineering Analyst USD 74K-99KAVEVA PI System | Apache Spark | Asset Framework AF | Aveva PI | Data CurationMid-level Full TimeBirmingham, AL, United States1d ago
-
Data Science Analyst USD 94K-135KArtificial Intelligence | Cloud platform | Clustering | Data Modeling | Decision TreesContinuing education | Dental insurance | FSA | HSA | Health insuranceMid-level Full TimePhoenix, AZ, United States1d ago
-
AI Programmer Analyst - Need 11+ Exp USD 120K-154KAI Agents | AIOps | Anomaly Detection | Automated Incident Remediation | Azure AIMid-level Contract Full TimeDallas, TX, United States1d ago
-
Consultant – Compliance Data Science & AI USD 98K-122KAPI | AWS | Anthropic | Azure | Dashboards401k match | Cell phone stipend | College savings | EAP | HSA & FSA optionsMid-level Full TimeSan Francisco, CA, United States1d ago
-
Director, Data Analyst/BI Engineer USD 138K-175KAWS | Access Control | Aggregated Event Measurement | Airflow | BigQuery401k match | Healthcare Dental Vision | PTO | Paid Holidays | Parental leaveExecutive-level Full TimeUnited States R1d ago
-
Cloud platform | Data Engineering | Data Mining | Data Modeling | Data QualityContinuing education | Dental insurance | FSA | HSA | Health insuranceMid-level Full TimeJacksonville, FL, United States1d ago
-
Associate Vehicle Data Analyst USD 76K-85KDashboard Development | Data Visualization | Microsoft Excel | Power BI | PythonCompany-provided vehicle | Continuous learning opportunities | Daily local travelMid-level Full TimeOwatonna, MN, United States1d ago
-
Senior Product Data Analyst, Dealer USD 120K-151KA/B | A/B Testing | B testing | Clickstream analytics | DBTCareer development | Commuting cost coverage | Corporate giving programs | Daily free lunch | Employee resource groupsSenior-level Full TimeBoston, Massachusetts, United States R1d ago
-
API Integration | Apache Airflow | Apache Spark | Big Data | Classified EnvironmentsHealth insurance | Paid leave | RetirementSenior-level Full TimeHanover, MD1d ago
-
Desk Apps Developer USD 95K-130KApache Spark | Data pipeline | FastAPI | HTML5 | Hadoop401k company match | Dental | Life insurance | Long-term disability | MedicalMid-level Full TimeHouston, TX, United States1d ago
-
Data and Transformation Associate USD 79K-112KAgile | C# | Cloud Computing | Data Analysis | Data VisualizationMid-level Full TimeMorristown, NJ, United States2d ago
-
Data Analyst USD 93K-155KArtificial Intelligence | Cloud Data | Cloud data platform | Dashboards | Data PipelinesBirthday day off | Competitive benefits package | ESG focused mission | Flex days | Remote workMid-level Full TimeDenver, CO, United States R2d ago
-
Business Data Analyst I USD 70K-115KDAX | Data Modeling | Power BI | Python | RDental insurance | Discounted stock purchase | Medical insurance | Paid time off | Prescription CoverageMid-level Full TimeNorthlake, TX, US2d ago
-
Safety Data Analyst USD 126K-151KAgile Development | Applied statistics | Bias detection | CI/CD | Data Quality100 percent paid medical dental vision | 401k employer match | AD and D insurance | Life insurance | Paid vacationMid-level Full TimeRemote - US, Blacksburg, VA R2d ago
-
Business Analyst - Data & AI USD 170K-190KArtificial Intelligence | Automation | Dashboards | Data Analysis | Data GovernanceMid-level Full TimeNY, United States2d ago
-
Manager, Financial Insights & Analytics USD 130K-159KDAX | DBT | Data Modeling | Financial Data | Financial data modeling401k matching | Back up Child and Elder Care Days | Company holidays | Dental insurance | Employee stock purchase programMid-level Full TimeNeedham, MA, United States2d ago