11 Senior Quantitative Analyst Financial Risk Management jobs in whatjobs
Senior Quantitative Analyst - Financial Risk Management
Posted 19 days ago
Job Viewed
Job Description
Our client, a distinguished financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their remote-based risk management team. This pivotal role involves developing, implementing, and maintaining complex mathematical models to assess and manage financial risks across various portfolios. You will be instrumental in driving data-driven decision-making by providing in-depth analysis, insights, and risk metrics to senior management. The ideal candidate will possess a strong foundation in finance, statistics, econometrics, and programming, with a proven ability to apply these skills to real-world financial challenges. This is a fully remote position, demanding excellent self-management, communication, and collaboration skills to thrive within a distributed team.
Responsibilities:
Qualifications:
Responsibilities:
- Develop, validate, and implement quantitative models for risk assessment, pricing, and hedging of financial instruments (e.g., derivatives, credit, market risk).
- Conduct rigorous statistical analysis and back-testing of models to ensure their accuracy and effectiveness.
- Analyze large datasets to identify trends, patterns, and potential risk exposures.
- Create clear and concise reports and visualizations summarizing risk assessments and model performance for stakeholders.
- Collaborate with front-office, trading, and compliance teams to understand business needs and translate them into quantitative solutions.
- Stay abreast of regulatory changes and industry best practices in financial risk management.
- Develop and maintain robust code for model implementation, testing, and production deployment using languages like Python, R, or C++.
- Contribute to the enhancement and optimization of existing risk management frameworks and methodologies.
- Mentor junior analysts and contribute to the team's overall technical expertise.
- Effectively communicate complex quantitative concepts and findings to both technical and non-technical audiences in a remote setting.
- Ensure compliance with internal policies and external regulations.
Qualifications:
- Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Economics, or Physics.
- Minimum of 6 years of relevant experience in quantitative analysis, risk management, or financial modeling.
- Strong understanding of financial markets, products, and risk management principles.
- Expertise in statistical modeling, econometrics, and time-series analysis.
- Proficiency in programming languages commonly used in finance (e.g., Python, R, C++, SQL).
- Experience with risk management software and platforms is a plus.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts clearly.
- Proven ability to work independently and collaboratively in a remote team environment.
- Detail-oriented with a commitment to accuracy and precision.
This advertiser has chosen not to accept applicants from your region.
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Senior Quantitative Analyst - Financial Risk Management
Posted 19 days ago
Job Viewed
Job Description
Our client, a prominent financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their sophisticated risk management team. This position is 100% remote, offering unparalleled flexibility. You will play a crucial role in developing, implementing, and validating complex financial models to assess and manage market, credit, and operational risks. The ideal candidate will have a strong academic background in a quantitative discipline, extensive experience in financial modeling, and a deep understanding of regulatory requirements. This role demands exceptional analytical prowess, coding proficiency, and the ability to translate intricate financial concepts into actionable insights.
Key Responsibilities:
Key Responsibilities:
- Design, develop, and implement quantitative models for risk assessment, pricing, and valuation of financial instruments.
- Validate and back-test existing models to ensure accuracy, robustness, and compliance with regulatory standards.
- Analyze large datasets to identify trends, patterns, and potential risks.
- Develop and maintain robust code in languages such as Python, R, or C++ for model implementation and data analysis.
- Collaborate with trading desks, portfolio managers, and risk officers to provide quantitative support and insights.
- Contribute to the development of risk management policies and procedures.
- Stay current with advancements in quantitative finance, financial regulations, and relevant technologies.
- Prepare clear and concise documentation for models and methodologies.
- Present complex findings and recommendations to both technical and non-technical audiences.
- Effectively manage project timelines and deliverables in a remote work environment.
- Master's degree or Ph.D. in Mathematics, Statistics, Physics, Economics, or a related quantitative field.
- Minimum of 6 years of relevant experience in quantitative analysis, risk management, or financial modeling within the banking or financial services sector.
- Proven expertise in statistical modeling, time series analysis, and financial econometrics.
- Strong programming skills in Python, R, C++, or similar languages.
- Thorough understanding of financial markets, derivatives, and various risk management frameworks (e.g., VaR, CVA).
- Experience with regulatory requirements (e.g., Basel Accords) is a significant plus.
- Excellent analytical, problem-solving, and communication skills.
- Ability to work independently and collaboratively in a fully remote setting.
- Demonstrated ability to explain complex quantitative concepts to diverse audiences.
This advertiser has chosen not to accept applicants from your region.
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Senior Quantitative Analyst - Financial Risk Management
Posted 19 days ago
Job Viewed
Job Description
We are seeking a highly skilled Senior Quantitative Analyst specializing in Financial Risk Management to join our leading financial institution. This is a fully remote position, allowing you to leverage your analytical prowess and contribute to robust risk frameworks from anywhere. You will be responsible for developing, validating, and implementing sophisticated quantitative models to assess and manage financial risks, including market risk, credit risk, and operational risk. Your duties will involve rigorous statistical analysis, data mining, and the application of advanced mathematical techniques to financial data. You will also play a key role in regulatory compliance, ensuring our risk models meet stringent industry standards and reporting requirements. The ideal candidate possesses a strong academic background in a quantitative field (e.g., Mathematics, Statistics, Physics, Economics, Finance), a deep understanding of financial markets, and extensive experience with programming languages commonly used in quantitative finance, such as Python, R, or C++. You should have a proven ability to develop and test complex financial models, perform sensitivity analysis, and present intricate findings clearly to both technical and non-technical audiences. This role demands exceptional problem-solving abilities, meticulous attention to detail, and the capacity to work autonomously in a remote setting. You will be instrumental in safeguarding the institution's financial health by identifying, measuring, and mitigating potential risks. We value individuals who are intellectually curious, results-driven, and possess strong communication and collaboration skills. A Master's degree or PhD in a quantitative discipline is required, along with a minimum of 7 years of experience in quantitative finance, risk management, or a related field. Experience with large datasets and Big Data technologies is a plus. You will be involved in stress testing, scenario analysis, and contributing to the strategic direction of our risk management practices. The ability to stay abreast of evolving financial regulations and market dynamics is crucial. Your insights will guide critical risk management decisions and contribute to the overall stability and profitability of the organization. We seek a candidate who can drive innovation in risk modeling and ensure the highest levels of analytical integrity. This is a challenging and impactful opportunity for a seasoned professional looking to make a significant contribution to the financial industry in a flexible, remote work environment. Your expertise will be vital in navigating the complexities of the global financial landscape and ensuring our resilience against emerging threats. We expect a proactive approach to problem-solving and a commitment to continuous learning and professional development.
This advertiser has chosen not to accept applicants from your region.
2
Senior Quantitative Analyst - Financial Risk Management
Posted 19 days ago
Job Viewed
Job Description
Our client, a prestigious global financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their innovative, fully remote risk management division. This role is critical in developing and implementing sophisticated financial models to assess and mitigate various forms of risk, including market, credit, and operational risk. You will leverage advanced mathematical, statistical, and computational techniques to build, validate, and maintain complex models that drive strategic decision-making across the organization. The ideal candidate will possess a profound understanding of financial markets, derivatives, and regulatory frameworks, coupled with exceptional analytical and programming capabilities.
You will work closely with trading desks, portfolio managers, and other stakeholders to provide quantitative insights and solutions. Responsibilities include designing and implementing pricing models, risk measurement tools, and stress testing methodologies. A strong emphasis will be placed on model validation, back-testing, and ensuring adherence to industry best practices and regulatory requirements. This is an opportunity to work on challenging quantitative problems in a fast-paced, collaborative, and entirely remote environment, contributing to the stability and growth of the firm. Proficiency in programming languages such as Python, C++, or R, and experience with financial modeling libraries and databases are essential. You should be adept at communicating complex quantitative concepts to both technical and non-technical audiences.
Key Responsibilities:
You will work closely with trading desks, portfolio managers, and other stakeholders to provide quantitative insights and solutions. Responsibilities include designing and implementing pricing models, risk measurement tools, and stress testing methodologies. A strong emphasis will be placed on model validation, back-testing, and ensuring adherence to industry best practices and regulatory requirements. This is an opportunity to work on challenging quantitative problems in a fast-paced, collaborative, and entirely remote environment, contributing to the stability and growth of the firm. Proficiency in programming languages such as Python, C++, or R, and experience with financial modeling libraries and databases are essential. You should be adept at communicating complex quantitative concepts to both technical and non-technical audiences.
Key Responsibilities:
- Develop, implement, and validate quantitative models for pricing financial instruments and managing risk.
- Perform complex data analysis, statistical modeling, and back-testing of model performance.
- Contribute to the development of risk measurement methodologies, including VaR, Expected Shortfall, and stress testing.
- Collaborate with front-office and middle-office teams to provide quantitative support and solutions.
- Ensure all models comply with regulatory requirements (e.g., Basel III/IV, IFRS 9) and internal policies.
- Research and propose innovative quantitative techniques to address emerging financial risks.
- Develop robust code for model implementation and deployment in production environments.
- Communicate model assumptions, methodologies, and results effectively to senior management and regulatory bodies.
- Mentor junior analysts and contribute to the team's knowledge base and best practices.
- Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or Computer Science.
- Minimum of 5-7 years of relevant experience in quantitative analysis, risk management, or financial modeling within the financial services industry.
- Deep understanding of financial markets, derivatives, fixed income, and equity products.
- Strong proficiency in at least one programming language (e.g., Python, C++, R) and experience with quantitative libraries.
- Expertise in statistical modeling, econometrics, time series analysis, and machine learning.
- Familiarity with financial databases (e.g., Bloomberg, Reuters) and large-scale data manipulation.
- Excellent problem-solving, analytical, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex quantitative concepts clearly.
- Ability to work independently and collaboratively in a remote, international team setting.
This advertiser has chosen not to accept applicants from your region.
3
Senior Quantitative Analyst - Financial Risk Management
Posted 17 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is seeking an accomplished Senior Quantitative Analyst to bolster their financial risk management team. This role is entirely remote, offering a unique opportunity for a highly analytical and technically proficient individual to contribute to critical risk modeling and assessment initiatives from anywhere. You will be instrumental in developing, validating, and implementing sophisticated quantitative models to measure and manage various financial risks, including market risk, credit risk, and operational risk.
Your responsibilities will encompass designing, building, and back-testing complex mathematical and statistical models using advanced programming techniques. You will analyze large datasets to identify risk drivers, trends, and patterns, and conduct stress testing and scenario analysis to assess the impact of adverse market conditions. A crucial aspect of this role involves validating existing models to ensure their accuracy, reliability, and compliance with regulatory requirements (e.g., Basel III, IFRS 9). You will collaborate closely with risk managers, traders, and business line heads to understand their needs and translate them into quantitative solutions. Developing and maintaining clear, concise documentation for all models and methodologies is essential. You will also contribute to the development of risk reporting frameworks and dashboards, presenting complex findings to senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, financial modeling techniques, and regulatory changes is critical for success in this position. You will also play a key role in mentoring junior analysts and contributing to the overall intellectual capital of the team.
Qualifications:
Your responsibilities will encompass designing, building, and back-testing complex mathematical and statistical models using advanced programming techniques. You will analyze large datasets to identify risk drivers, trends, and patterns, and conduct stress testing and scenario analysis to assess the impact of adverse market conditions. A crucial aspect of this role involves validating existing models to ensure their accuracy, reliability, and compliance with regulatory requirements (e.g., Basel III, IFRS 9). You will collaborate closely with risk managers, traders, and business line heads to understand their needs and translate them into quantitative solutions. Developing and maintaining clear, concise documentation for all models and methodologies is essential. You will also contribute to the development of risk reporting frameworks and dashboards, presenting complex findings to senior management and regulatory bodies. Staying abreast of the latest developments in quantitative finance, financial modeling techniques, and regulatory changes is critical for success in this position. You will also play a key role in mentoring junior analysts and contributing to the overall intellectual capital of the team.
Qualifications:
- Master's or PhD in a quantitative field such as Financial Engineering, Statistics, Mathematics, Physics, Economics, or a related discipline.
- Minimum of 5 years of experience in quantitative analysis or financial modeling within the banking or financial services industry.
- Proven expertise in developing and validating risk models (market risk, credit risk, operational risk, VaR, CVA, etc.).
- Advanced proficiency in programming languages commonly used in quant finance, such as Python (NumPy, SciPy, Pandas), R, C++, or MATLAB.
- Strong knowledge of statistical modeling, econometrics, time-series analysis, and machine learning techniques.
- Experience with financial databases and data manipulation tools.
- Familiarity with financial regulations and compliance requirements in the banking sector.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex technical concepts to non-technical audiences.
- Ability to work independently and manage complex projects in a remote environment.
This advertiser has chosen not to accept applicants from your region.
4
Senior Quantitative Analyst - Financial Risk Management
Posted 19 days ago
Job Viewed
Job Description
Our client, a prestigious financial institution, is actively seeking a highly skilled Senior Quantitative Analyst to join their fully remote risk management department. This role is pivotal in developing and implementing sophisticated quantitative models used for assessing and mitigating financial risks across various portfolios. You will be instrumental in designing, testing, and deploying complex models for market risk, credit risk, operational risk, and regulatory compliance. The ideal candidate will possess a strong foundation in econometrics, statistics, and financial mathematics, coupled with advanced programming skills in languages such as Python, R, or C++. You will work collaboratively with trading desks, portfolio managers, and compliance officers to translate complex financial concepts into robust analytical frameworks. As a remote team member, you will leverage cutting-edge collaboration tools to ensure seamless communication and project delivery. Your responsibilities will include performing in-depth quantitative analysis, developing pricing models, conducting stress testing and scenario analysis, and contributing to regulatory reporting requirements. You will also be involved in validating existing models, identifying model limitations, and proposing enhancements to ensure accuracy and relevance. A deep understanding of financial instruments, derivatives, and trading strategies is essential. The ability to communicate complex technical findings to non-technical stakeholders is paramount. If you are a meticulous, analytically driven professional eager to apply your quantitative expertise in a challenging and rewarding remote environment, this opportunity is ideal. You will play a crucial role in safeguarding the financial health of the organization through rigorous quantitative analysis and risk modeling.
Key Responsibilities:
Key Responsibilities:
- Develop, implement, and validate quantitative models for market risk, credit risk, and operational risk assessment.
- Design and perform complex statistical analysis and financial modeling to support risk management strategies.
- Conduct stress testing and scenario analysis to evaluate portfolio resilience under adverse market conditions.
- Contribute to the development and enhancement of pricing models for various financial instruments.
- Collaborate with front-office and middle-office teams to understand their analytical needs and provide solutions.
- Ensure compliance with regulatory requirements (e.g., Basel III, IFRS 9) through robust model development and validation.
- Communicate complex quantitative findings and model limitations clearly to management and stakeholders.
- Research and apply advanced statistical techniques and machine learning algorithms to risk modeling.
- Maintain and enhance existing quantitative models, ensuring their accuracy and relevance.
- Stay current with industry best practices and regulatory changes in financial risk management.
- Master's or Ph.D. in a quantitative field such as Finance, Economics, Statistics, Mathematics, or Physics.
- Minimum of 5 years of experience in quantitative analysis, financial modeling, or risk management within the financial services industry.
- Proficiency in programming languages such as Python, R, C++, or MATLAB.
- Strong knowledge of financial markets, instruments, and derivatives.
- Experience with statistical modeling, econometrics, and machine learning techniques.
- Familiarity with regulatory frameworks affecting financial institutions.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills for conveying technical information to diverse audiences.
- Proven ability to work independently and collaboratively in a remote setting.
This advertiser has chosen not to accept applicants from your region.
5
Senior Quantitative Analyst - Financial Risk Management
Posted 10 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly analytical and experienced Senior Quantitative Analyst to join their risk management team. This is a fully remote position, offering the flexibility to apply your expertise from anywhere. You will be responsible for developing and implementing sophisticated mathematical models to assess and manage financial risks, including market risk, credit risk, and operational risk. The ideal candidate possesses a strong quantitative background, deep understanding of financial markets, and expertise in statistical modeling and programming.
Responsibilities:
Qualifications:
This role is based in Mlolongo, Machakos, KE , but is a 100% remote position, offering flexibility and the opportunity to work from your preferred location.
Join a highly reputable financial institution committed to excellence in risk management and innovation. We offer a competitive compensation package, significant growth opportunities, and the chance to work on challenging and impactful projects in the global financial markets.
Responsibilities:
- Develop, implement, and validate complex quantitative models for pricing financial derivatives, managing risk, and optimizing portfolios.
- Conduct rigorous statistical analysis of large datasets to identify trends, anomalies, and potential risks.
- Design and implement stress testing scenarios and backtesting methodologies for risk models.
- Collaborate with traders, portfolio managers, and business stakeholders to understand their needs and provide quantitative solutions.
- Build and maintain robust financial models using programming languages such as Python, R, or C++.
- Ensure models are compliant with regulatory requirements (e.g., Basel Accords) and internal policies.
- Monitor the performance of existing models and implement necessary adjustments or enhancements.
- Prepare detailed documentation of models, methodologies, and results.
- Present complex quantitative findings to both technical and non-technical audiences.
- Stay current with the latest advancements in quantitative finance, financial modeling, and risk management techniques.
- Mentor junior quantitative analysts and contribute to the team's knowledge base.
Qualifications:
- Advanced degree (Master's or Ph.D.) in a quantitative field such as Finance, Mathematics, Statistics, Physics, or Computer Science.
- Minimum of 5 years of experience in quantitative analysis, financial modeling, or risk management within the banking or financial services industry.
- Expertise in statistical modeling, econometrics, and time series analysis.
- Proficiency in programming languages commonly used in finance, such as Python, R, C++, or MATLAB.
- Strong understanding of financial instruments, market dynamics, and risk management principles.
- Experience with regulatory frameworks such as Basel III/IV, Dodd-Frank, etc.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex concepts clearly.
- Ability to work independently and manage projects in a remote environment.
This role is based in Mlolongo, Machakos, KE , but is a 100% remote position, offering flexibility and the opportunity to work from your preferred location.
Join a highly reputable financial institution committed to excellence in risk management and innovation. We offer a competitive compensation package, significant growth opportunities, and the chance to work on challenging and impactful projects in the global financial markets.
This advertiser has chosen not to accept applicants from your region.
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6
Senior Quantitative Analyst - Financial Risk Management
Posted 15 days ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst to join their fully remote Risk Management division. This challenging role requires a deep understanding of financial markets, advanced statistical modeling, and programming expertise to develop and implement sophisticated risk models. You will be responsible for analyzing complex financial data, quantifying market, credit, and operational risks, and contributing to the development of robust risk management frameworks. The ideal candidate will possess a strong academic background in a quantitative field, extensive experience in financial modeling, and proficiency in languages such as Python, R, or C++. This position offers a unique opportunity to apply cutting-edge quantitative techniques to critical financial challenges, contributing significantly to the firm's stability and success, all within a flexible remote work setting.
Key Responsibilities:
Key Responsibilities:
- Develop, validate, and implement quantitative models for market risk, credit risk, operational risk, and regulatory capital calculations.
- Conduct rigorous backtesting and sensitivity analysis of risk models.
- Analyze large, complex financial datasets to identify trends, patterns, and potential risks.
- Design and build tools and systems for risk measurement, monitoring, and reporting.
- Collaborate with front-office trading desks, portfolio managers, and compliance teams to understand business needs and provide quantitative support.
- Stay current with regulatory requirements (e.g., Basel III/IV, IFRS 9) and their impact on risk modeling.
- Research and apply advanced statistical and machine learning techniques to financial risk management.
- Prepare detailed documentation of models, methodologies, and assumptions.
- Present complex quantitative findings to senior management and business stakeholders in a clear and concise manner.
- Mentor junior quantitative analysts and contribute to team development.
- Contribute to the firm's overall risk strategy and framework development.
- Ensure the integrity and accuracy of risk data and model outputs.
- Ph.D. or Master's degree in a quantitative field such as Mathematics, Statistics, Physics, Economics, Financial Engineering, or a related discipline.
- Minimum of 7 years of experience in quantitative finance, risk management, or a related analytical role within the financial services industry.
- Expert proficiency in at least one of the following programming languages: Python, R, C++.
- Strong knowledge of statistical modeling, time series analysis, econometrics, and machine learning techniques.
- Deep understanding of financial instruments, markets, and various types of financial risk.
- Experience with risk management software and platforms is a plus.
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong written and verbal communication skills, with the ability to explain complex concepts to diverse audiences.
- Proven ability to work independently and manage multiple projects effectively in a remote environment.
- Familiarity with regulatory frameworks impacting financial institutions is essential.
This advertiser has chosen not to accept applicants from your region.
7
Senior Quantitative Analyst - Financial Risk Management
Posted 1 day ago
Job Viewed
Job Description
Our client, a leading financial institution, is seeking a highly skilled Senior Quantitative Analyst (Quant) specializing in Financial Risk Management to join their fully remote team. In this critical role, you will develop and implement sophisticated mathematical models and analytical tools to assess, measure, and manage financial risks across various portfolios. Your expertise will be instrumental in ensuring the stability and profitability of the organization by providing data-driven insights and robust risk mitigation strategies.
You will be responsible for designing, building, and validating complex quantitative models for market risk, credit risk, operational risk, and liquidity risk. This involves extensive data analysis, statistical modeling, and programming using languages such as Python, R, or MATLAB. You will work closely with trading desks, portfolio managers, and compliance officers to translate complex financial concepts into actionable risk management solutions. The ideal candidate possesses a deep understanding of financial markets, advanced statistical techniques, and a proven ability to communicate complex findings clearly to both technical and non-technical stakeholders. This is a remote-first opportunity for a motivated individual seeking to make a significant impact in the financial services sector.
Responsibilities:
You will be responsible for designing, building, and validating complex quantitative models for market risk, credit risk, operational risk, and liquidity risk. This involves extensive data analysis, statistical modeling, and programming using languages such as Python, R, or MATLAB. You will work closely with trading desks, portfolio managers, and compliance officers to translate complex financial concepts into actionable risk management solutions. The ideal candidate possesses a deep understanding of financial markets, advanced statistical techniques, and a proven ability to communicate complex findings clearly to both technical and non-technical stakeholders. This is a remote-first opportunity for a motivated individual seeking to make a significant impact in the financial services sector.
Responsibilities:
- Develop, implement, and maintain quantitative models for assessing and managing financial risks (market, credit, operational, liquidity).
- Perform complex data analysis and statistical modeling on large datasets.
- Validate model performance and conduct backtesting and scenario analysis.
- Collaborate with business units to understand their risk exposures and provide analytical support.
- Communicate complex quantitative concepts and findings clearly to senior management and stakeholders.
- Contribute to the development of risk management policies and procedures.
- Stay abreast of regulatory changes and industry best practices in financial risk management.
- Design and build dashboards and reports to visualize risk metrics.
- Research and implement new quantitative techniques and methodologies.
- Mentor junior quantitative analysts and contribute to team development.
- Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Statistics, Physics, or Computer Science.
- Minimum of 5 years of experience as a Quantitative Analyst or in a similar role within the financial industry.
- Strong expertise in financial markets, instruments, and risk management principles.
- Proficiency in programming languages such as Python, R, C++, or MATLAB.
- Deep understanding of statistical modeling, time series analysis, and machine learning techniques.
- Experience with data manipulation and database technologies (SQL).
- Excellent analytical, problem-solving, and critical thinking skills.
- Strong communication and presentation skills, with the ability to explain complex models to diverse audiences.
- Proven ability to work independently and manage multiple projects in a remote setting.
- Knowledge of financial regulations (e.g., Basel Accords) is a plus.
This advertiser has chosen not to accept applicants from your region.
8
Senior Quantitative Analyst, Financial Risk Management
Posted 3 days ago
Job Viewed
Job Description
Our client, a prestigious global investment bank, is seeking a highly skilled and analytical Senior Quantitative Analyst to join their dynamic and fully remote Risk Management team. This role is integral to developing and implementing sophisticated quantitative models and methodologies to assess and manage financial risks across various asset classes. You will be responsible for designing, testing, and validating complex financial models, performing stress testing, and contributing to regulatory compliance efforts. The ideal candidate possesses a strong academic background in a quantitative field, combined with extensive experience in financial modeling, statistical analysis, and programming. This is a remote-first position, offering the flexibility to work from anywhere in Kenya while collaborating with a global team of experts. Your expertise will be crucial in identifying, measuring, and mitigating market risk, credit risk, and operational risk. You will work with large datasets, leverage advanced statistical techniques, and utilize programming languages such as Python, R, or C++. Our client is committed to fostering a culture of innovation and intellectual rigor, providing unparalleled opportunities for professional growth and exposure to cutting-edge financial strategies. This role demands exceptional problem-solving abilities, a meticulous attention to detail, and the capacity to communicate complex quantitative concepts clearly to both technical and non-technical stakeholders. Join us to shape the future of financial risk management and contribute to the stability and success of our organization.
Responsibilities:
Responsibilities:
- Develop, implement, and maintain quantitative models for risk assessment (e.g., VaR, CVA, FRTB).
- Conduct rigorous back-testing and validation of financial risk models.
- Perform scenario analysis and stress testing to evaluate portfolio risk under adverse conditions.
- Analyze large datasets to identify risk drivers and trends.
- Collaborate with trading desks, portfolio managers, and regulatory teams to implement risk mitigation strategies.
- Develop and automate risk reporting processes.
- Stay abreast of market developments, regulatory changes, and new quantitative techniques.
- Document model methodologies, assumptions, and limitations clearly and comprehensively.
- Contribute to the development of risk management policies and procedures.
- Mentor junior analysts and contribute to team knowledge sharing.
- Master's degree or Ph.D. in Quantitative Finance, Mathematics, Statistics, Physics, Economics, or a related field.
- Minimum of 6 years of experience in quantitative finance, risk management, or a related analytical role.
- Proven expertise in financial modeling, statistical analysis, and econometrics.
- Strong programming skills in Python, R, C++, or similar languages.
- Experience with financial risk management frameworks and regulatory requirements (e.g., Basel Accords, FRTB).
- Excellent understanding of financial markets and instruments.
- Strong analytical, problem-solving, and critical thinking abilities.
- Exceptional communication and presentation skills, with the ability to explain complex concepts effectively.
- Ability to work independently and manage multiple projects in a remote setting.
This advertiser has chosen not to accept applicants from your region.
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