Quantitative Risk Analyst — Derivatives & Clearing
Tasks
- Build volatility and correlation models
- Calibrate and backtest derivative models
- Design and implement risk models
- Design and tune auto liquidation logic
- Develop and run stress testing frameworks
- Document model assumptions and validation results
- Embed risk controls into platform architecture
- Investigate model breaks
- Monitor model performance in production
- Validate risk model performance
Perks/Benefits
Skills/Tech-stack
Auto Liquidation | C# | C++ | Correlation modeling | Counterparty risk | Credit Risk | Credit risk modeling | Linear Algebra | Margin Methodology | Market Risk | NumPy | Option pricing | Pandas | Python | Reverse stress testing | Risk Modeling | SciPy | Stochastic Calculus | Stress Testing | Volatility modeling
Education
Roles
Regions
Countries
States
Cities
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