Quantitative Analyst -FRTBMotion Recruitment • New York City, New York, United States
Quantitative Analyst -FRTB
Motion Recruitment • New York City, New York, United States
[job_card.30_days_ago]
[job_preview.job_type]
- [job_card.full_time]
[job_card.job_description]Experience with FRTB, VaR, and regulatory change adaptation. Masters or PhD, CPA or CFA preferred if lacking 2+ years of Quantitative experience. Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework). Develop market risk models critical for quantifying the market risk exposures of trading book and calculating regulatory capital. Collaborate with other teams including Risk IT to implement new models, resolve production issues and enhance existing implementation. Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates. Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA). On a regular basis, engage market risk managers and businesses on analytics-related matters. Develop and maintain technical documentation. Bachelor's Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.). 5+ years of Risk Analytics experience. Solid understanding of financial products and the regulatory environment—FRDTB, Basel 2.5, value-at-risk (VaR) concepts. Must have strong programming skills in Python (preferred) or R Must have Market risk analytics experience and familiarity with regulatory environment. Experience with analyzing large and complex data sets. Experience with FRTB, VaR, and regulatory change adaptation. Masters or PhD, CPA or CFA preferred if lacking 2+ years of Quantitative experience. Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework). Develop market risk models critical for quantifying the market risk exposures of trading book and calculating regulatory capital. Collaborate with other teams including Risk IT to implement new models, resolve production issues and enhance existing implementation. Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates. Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA). On a regular basis, engage market risk managers and businesses on analytics-related matters. Develop and maintain technical documentation.
Grow your career with an innovative global bank as a Quantitative Analyst with a focus on FRTB. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.
Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.
Contract Duration : 3+ Months
Required Skills & Experience
- Bachelor's Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.).
- 5+ years of Risk Analytics experience.
- Solid understanding of financial products and the regulatory environment—FRDTB, Basel 2.5, value-at-risk (VaR) concepts.
- Must have strong programming skills in Python (preferred) or R
- Must have Market risk analytics experience and familiarity with regulatory environment.
- Experience with analyzing large and complex data sets.
Good verbal and written communication skills.
Desired Skills & Experience
Familiarity with SQL and UNIX.
What You Will Be Doing
Support various tasks in response to regulatory and internal risk management requirements.
Grow your career with an innovative global bank as a Quantitative Analyst with a focus on FRTB. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.
Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.
Contract Duration : 3+ Months
Required Skills & Experience
Good verbal and written communication skills.
Desired Skills & Experience
Familiarity with SQL and UNIX.
What You Will Be Doing
Support various tasks in response to regulatory and internal risk management requirements.
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