Quantitative Risk
Tasks
- Advance and improve codebase
- Collaborate with third party vendors to integrate and validate risk tools
- Define performance metrics thresholds and escalation
- Design model ongoing monitoring plan
- Develop financial models and analytics
- Document modeling methodology and implementation
- Establish production processes with IT
- Execute CCAR deliverables
- Perform BAU risk management and resolve issues
- Prototype and determine modeling approach
- Research model methodology
- Support model governance with risk and audit teams
Perks/Benefits
Skills/Tech-stack
Credit Valuation Adjustment | Credit valuation | Curve Building | Derivative pricing | Equity pricing | Expected Positive Exposure | Interest Rate | Interest rate modeling | Model Governance | Model Monitoring | Python | RMBS pricing | Rate modeling | SQL | Statistical modeling | Stress Testing | Valuation Adjustment | Value-at-Risk | Yield curve | Yield curve building
Education
Regions
Countries
States
Cities
Related jobs
-
Business Analytics | Data Analysis | Data Querying | Data Visualization | Data cleaning401k matching | Employee stock purchase plan | Health savings account | Healthcare FSA | Paid HolidaysSenior-level Full Time2911 Lake Vista Drive, TX, 500 … R1d ago
-
Data Governance | Data Modeling | Google Analytics | Google Analytics 4 | Looker StudioEmployee discounts | Flexible work options | Health coverage | Internal mobility opportunities | Leadership programsMid-level Full TimeWebster, MA, US R1d ago
-
Senior Business Intelligence Analyst USD 107K-150KA/B | A/B Testing | B testing | Causal Inference | Cohort AnalysisEmployee assistance program | Flexible hours | Flexible vacation policy | Fully remote setup | Long-term disabilitySenior-level Full TimeRemote (United States) R1d ago
-
Business Intelligence | Cost analysis | Dashboards | Data Analysis | Data DocumentationCompetitive benefits | Remote workMid-level Full TimeDes Moines, IA, United States R1d ago
-
Data Modeling | Excel | Financial Modeling | Healthcare Analytics | Microsoft 365401k match | Dental insurance | Dependent care FSA | Disability insurance | Health insuranceSenior-level Full TimeRemote, United States; Nashville, Tennessee, United … R2d ago
-
Contract modeling | Data Quality | Data Validation | Excel | Healthcare Analytics401k matching | Dental insurance | Dependent care FSA | Disability insurance | Healthcare FSASenior-level Full TimeRemote, United States; Nashville, Tennessee, United … R2d ago
-
Quantitative Analyst (Hybrid-Miami Lakes) USD 76K-119KASC 326 | ASC 326-20 | Backtesting | CECL | Credit RiskHybrid work | Performance-Based Incentives | Training programsMid-level Full TimeMiami Lakes, FL, United States R2d ago
-
Fair Lending & CRA Compliance Data Analyst USD 81K-105KAlteryx | Audit Support | CRA | Data Governance | Data Integrity401k plan | Health and welfare benefits | Paid time off | Work-Life ProgramMid-level Full TimeWESTERLY, RI, 02891, USA R2d ago
-
(Senior) Corporate Data Analyst USD 67K-101KBusiness Intelligence | Dashboards | Data Analysis | Data Modeling | Data Pipelines401k match | Education assistance program | Employee assistance program | Family leave options | Flexible time offSenior-level Full TimeRemote, United States R2d ago
-
Airflow | Excel | GCP | Power Automate | Power BI401k | Dental insurance | Disability insurance | Health insurance | Life insuranceSenior-level Full TimeRemote, PA, US, 99999 R2d ago
-
Senior Analyst, Product Analytics (Remote - US) USD 105K-130KA/B | A/B Testing | B testing | Excel | Experimental Design401k match | Employee stock purchase plan | Flexible spending account | Medical/Dental/Vision | Paid time offSenior-level Full TimeUnited States R2d ago
-
Embedded Intelligence Analyst USD 130K-130KCrisis management | Dark Web | Deep Web | Geopolitical risk | Investigations401k matching | Employee assistance program | Employee discount program | Holidays | Life and accident insuranceMid-level Full TimeSan Jose, CA, United States R2d ago
-
Senior Operations & Analytics Manager USD 85K-105KAI | Airtable | Alerting | Business Intelligence | Cause analysisAccrued sick time | Paid holiday | Remote-first culture | Worklife stipendSenior-level Full TimeUnited States - Remote R2d ago
-
Data Analysis | Data Validation | Data Visualization | Data collection | ExcelFlexible schedule | Remote workEntry-level Part TimePenn State University Park, United States R2d ago
-
Insurance Data Analyst USD 88K-123KBigQuery | Excel | Microsoft Office | Power BI | Python401k matching | Dental insurance | Disability insurance | Flexible spending account | Health insuranceMid-level Full TimeUS WA Remote - Non Seattle, … R2d ago
-
Mid-level Full TimeHybrid - Palo Alto R2d ago
-
Data Analyst, Marketing Inference USD 90K-110KAttribution | Cohort Analysis | Data Visualization | Experimentation | Incrementality401k matching | Dental insurance | Employee wellness | Free therapy | Hardware and software allowanceMid-level Full TimeSan Jose, CA R2d ago
-
Data Quality USD 60K-65KData Export | Data Import | Data Management | Data Quality | Data VisualizationFlexible work environment | Remote work option | Work from home supportMid-level Full TimeUnited States R2d ago
-
Senior Data Analyst USD 100K-129KData Modeling | Data Visualization | KPI Dashboards | Machine Learning | Operations Research401k with company match | Career advancement | Company events | Full medical, dental, and vision coverage | Fully remote workSenior-level Full TimeColumbia, MO (Headquarters) R2d ago
-
Data Analyst I USD 50K-70KAPI Testing | ETL | File path navigation | Linux | Microsoft Excel401k match | Dental insurance | Employee assistance program | Flexible spending account | Health insuranceMid-level Full TimeRemote - US R2d ago
-
Credit modeling | Data Mining | Data Quality | Data Visualization | Excel401k | Dental insurance | Life insurance | Medical insurance | Paid HolidaysSenior-level Full TimeMissouri Work at Home, United States R3d ago
-
BigQuery | Classification | Clustering | Ggplot | Machine LearningDental insurance | Disability insurance | EAP | Life insurance | Medical insuranceMid-level Full TimeSeattle WA, United States R3d ago
-
Associate Analytics Consultant - REMOTE USD 45K-102KAlteryx | Business Intelligence | Data Visualization | GitHub | Power BI401k savings plan | Disability insurance | Employee assistance program | Health and wellness benefits | Paid HolidaysMid-level Full TimeChicago Illinois HQ (300 E. Randolph … R3d ago
-
Customer Data Analyst USD 58K-107KCAN-SPAM | CASL | DV360 | Data Quality | Data ValidationAccess to Headspace app | Employee assistance program | Fitness reimbursement | Flexible vacation | Health savings accountsMid-level Full TimeUnited States of America, Eagan, Minnesota R3d ago
-
Data Analyst II (Trade Compliance) USD 85K-112KADD CVD | Audit | Cause analysis | Certificate of origin | Classification401k savings plan | Coffee service | Dental insurance | Education assistance | Fitness CenterMid-level Full TimeMT-Remote-Wisconsin, United States R3d ago