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Tier-1 bank, metro location, and 2–5 year mid-level role increase applicant competition.
Role requires specialized market and counterparty risk modeling experience, limiting cross-industry transferability.
Requires explicit 2+ years, a quantitative master's degree, and domain-specific risk modeling skills, so screening is strict.
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Conduct routine performance monitoring of market and counterparty risk models within Market and Counterparty Risk Analytics (MCRA).
Develop, implement, and calibrate analytical and statistical models related to financial products and risk management.
Provide analytical support and process improvement recommendations, while collaborating with stakeholders and regulators to resolve issues and achieve goals.
2+ years of quantitative analytics experience or equivalent through work experience, training, military experience, or education.
Master's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or a quantitative discipline.
Programming skills in Python, R, SAS, C++, SQL, and knowledge of financial products and market or counterparty risk.
Work Experience Required: 2+ years quantitative analytics experience.
Experienced in quantitative analytics with demonstrated skills in risk model performance monitoring and financial risk management.
Proficient in multiple programming languages and statistical software (Python, R, SAS, SQL, C++).
Able to collaborate with multiple stakeholders, including peers, managers, and regulators, to implement solutions and improve workflows.