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Associate/AVP Risk Capital Model Analyst

  • Job type: Permanent
  • Location: Tampa, Florida
  • Salary: Competitive
  • Job reference: 362111/008_1568067434
  • Sector: Selby Jennings, Risk Management
  • Date posted: 09/09/2019

A top international investment bank is actively building out their highly selective and instrumental Risk Capital team and is looking for a strong quantitative mind to join their team in Tampa, FL! This team offers very broad exposure, working across all areas of risk with new products, and is very hands on in their work! This is a highly visible, small team to be a part of, with direct access and regular access to top leaders within the business and perfect for a junior quantitative candidate looking to jump start their career!

What You Will Be Doing:

Working on the development and enhancement of Risk Capital and Stress Testing models

Testing model performance, and implementing the testing suites for new and historical models

Establishing the automated testing processes

Implementing model analytics and model libraries using Python and C++

What We Need from You:

At least a Bachelor's degree in a mathematical discipline, financial engineering or computer science

At least 3 years of experience at a financial institution in an analytic or quantitative role

(Less years of experience will be considered with higher degrees)

Strong communication skills

High level understanding of risk capital and stress testing concepts

High level proficiency in C++, C, Python, Excel VBA

Prior experience with model implementation and integration with technology systems

Experience working with databases, cloud computing, client-server computing, and distributed computing

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