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Jobs or company...

Quantitative Risk Analyst

$ 8,000 - $ 10,000 / month
Checking job availability...
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Job Summary:

We are seeking an experienced Quantitative Risk Analyst / Senior Risk Modelerwith 8-10 years of experience in banking industry initiatives, specializing in credit risk, liquidity risk, IFRS 9, and the BASEL framework. The ideal candidate will have a strong quantitative background and hands-on expertise in developing and maintaining statistical models, loss forecasting, and econometric modeling to support risk assessment and regulatory compliance.

Key Responsibilities:

  • Develop, implement, and maintain quantitative risk models for credit and liquidity risk, including loss forecasting and loan loss reserve modeling.
  • Lead and execute model development and performance tracking within an econometric modeling-driven stress loss process.
  • Work with advanced tools and technologies such as Kubernetes (K8), Apache Spark, Python, Java, LIT, GraphQL, and full-stack development to enhance modeling frameworks.
  • Conduct statistical analysis and econometric modeling using SAS, R, VBA macros, and time series analysis.
  • Collaborate with internal teams, business leads, external regulators (e.g., FRB, OCC, FDIC), and internal audit functions to ensure model accuracy, compliance, and risk mitigation.
  • Communicate complex quantitative findings through reports and presentations to senior stakeholders.
  • Coordinate with vendors, suppliers, and consulting partners to optimize analytic solutions and ensure best practices in risk modeling.

Requirements:

  • 8-10 years of experience in the banking industry with a focus on risk modeling and analytics.
  • Strong expertise in credit risk, liquidity risk, IFRS 9, and BASEL framework.
  • Bachelor's or Master’s degree in Statistics, Mathematics, Operations Research, Economics, or a related quantitative field.
  • 4-6 years of experience in developing and maintaining quantitative analysis, statistical modeling, and loss forecasting.
  • Proficiency in K8, Spark, Python, Java, LIT, GraphQL, and full-stack technologies.
  • Experience in SAS, R, VBA macro, time series analysis, and trend analysis.
  • Strong communication skills with the ability to present complex findings to business leads, regulators, and internal/external stakeholders.

Preferred Qualifications:

  • Experience working with regulatory agencies such as FRB, OCC, or FDIC.
  • Prior experience in leading and coordinating with external vendors/consultants for analytic solutions.
  • Hands-on experience with tolerance limits and stress testing methodologies.

EA License: R1873481

Company EA License: 11C4879

Job Summary:

We are seeking an experienced Quantitative Risk Analyst / Senior Risk Modelerwith 8-10 years of experience in banking industry initiatives, specializing in credit risk, liquidity risk, IFRS 9, and the BASEL framework. The ideal candidate will have a strong quantitative background and hands-on expertise in developing and maintaining statistical models, loss forecasting, and econometric modeling to support risk assessment and regulatory compliance.

Key Responsibilities:

  • Develop, implement, and maintain quantitative risk models for credit and liquidity risk, including loss forecasting and loan loss reserve modeling.
  • Lead and execute model development and performance tracking within an econometric modeling-driven stress loss process.
  • Work with advanced tools and technologies such as Kubernetes (K8), Apache Spark, Python, Java, LIT, GraphQL, and full-stack development to enhance modeling frameworks.
  • Conduct statistical analysis and econometric modeling using SAS, R, VBA macros, and time series analysis.
  • Collaborate with internal teams, business leads, external regulators (e.g., FRB, OCC, FDIC), and internal audit functions to ensure model accuracy, compliance, and risk mitigation.
  • Communicate complex quantitative findings through reports and presentations to senior stakeholders.
  • Coordinate with vendors, suppliers, and consulting partners to optimize analytic solutions and ensure best practices in risk modeling.

Requirements:

  • 8-10 years of experience in the banking industry with a focus on risk modeling and analytics.
  • Strong expertise in credit risk, liquidity risk, IFRS 9, and BASEL framework.
  • Bachelor's or Master’s degree in Statistics, Mathematics, Operations Research, Economics, or a related quantitative field.
  • 4-6 years of experience in developing and maintaining quantitative analysis, statistical modeling, and loss forecasting.
  • Proficiency in K8, Spark, Python, Java, LIT, GraphQL, and full-stack technologies.
  • Experience in SAS, R, VBA macro, time series analysis, and trend analysis.
  • Strong communication skills with the ability to present complex findings to business leads, regulators, and internal/external stakeholders.

Preferred Qualifications:

  • Experience working with regulatory agencies such as FRB, OCC, or FDIC.
  • Prior experience in leading and coordinating with external vendors/consultants for analytic solutions.
  • Hands-on experience with tolerance limits and stress testing methodologies.

EA License: R1873481

Company EA License: 11C4879