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Protocol Intelligence
Data-driven signals on your job's competitivenessTier-1 bank and metro mid-level role increase applicant density despite niche quantitative requirements.
Role requires specialist counterparty risk and regulatory modeling experience, limiting cross-industry transferability.
Mandatory quantitative background, programming in C++/Python and regulatory modeling raise strict filtering.
Job Description
Structured overview of role & requirementsAbout This Role
Develop, implement, calibrate, and monitor analytical models estimating counterparty risk for regulatory reporting and risk management.
Perform model lifecycle tasks including periodic revalidations and improvements responding to market/regulatory changes.
Collaborate with model owners, business partners, onshore teams, and regulators to ensure models remain fit for purpose.
Minimum Requirements
2+ years of quantitative analytics experience or equivalent via education, training, or related experience.
Bachelor's degree or higher in statistics, mathematics, physics, engineering, computer science, economics, or a quantitative field.
Mandatory programming skills in C++, Python, and database experience.
Knowledge of financial products and financial modeling.
Ideal Candidate Profile
Strong analytical and quantitative problem-solving skills with high attention to detail and accuracy.
Experience working in dynamic, high-pressure environments meeting deadlines and collaborating across organizational levels.
Advanced quantitative education (Master's or Ph.D.) or additional experience in quantitative finance and counterparty risk preferred.