Quantitative Risk Analyst
Tasks
- Automate analytical and reporting processes
- Build and validate models
- Collaborate with investments actuarial finance risk and IT
- Compute sensitivities
- Construct curves
- Develop tooling for pricing monitoring and attribution
- Formulate investment and hedging strategies
- Maintain risk and attribution reporting
- Perform risk analytics
- Price instruments
- Provide governance papers and analysis
- Quantify strategy impact on economic accounting and regulatory metrics
- Represent instruments in production systems
- Run scenarios and stress testing
- Surface problems early and drive resolution
- Validate model outputs against benchmarks
Perks/Benefits
- N/A
Skills/Tech-stack
ALM | Algorithmics | Attribution | Basel | Calypso | Curve construction | Derivative pricing | Financial Markets Mathematics | Financial markets | IFRS 17 | IFRS 9 | Murex | Prophet | Python | Risk Analytics | RiskAgility | SAM | SQL | Scenario Analysis | Sensitivity Analysis | Stress Testing | VBA | Vanilla derivatives
Education
Bachelor of Engineering | Bachelor of Science | Master of Science
Roles
Analyst | Market Quant | Quant | Quantitative Risk Analyst | Risk Analyst
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