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Quantitative Analyst

  • Job type: Permanent
  • Location: Washington, District of Columbia
  • Salary: £90000 - £110000 per annum
  • Job reference: 406051/001_1571764363
  • Sector: Selby Jennings, Risk Management
  • Date posted: 22/10/2019

Quantitative Risk Analyst

A top financial services company is seeking a highly technical and quantitative risk professional to develop predictive risk models for the firm. The qualified individual will assume responsibility for the continued enhancement of the bank's Model Risk Management program through the utilization of cutting edge machine learning and AI modelling techniques to mitigate exposure for the firm The Quantitative Risk Analyst will be a highly technical professional with hands-on modelling experience, combined with advanced proficiency with programming languages such as R, Python, MatLab and/or C++.

The Quantitative Risk Analyst will be responsible for…

  • Assume responsibility for the development efforts spanning various types of models, including credit risk, fraud, finance, and/or BAU.
  • Lead reviews of conceptual soundness, assumptions, theory, estimations, and limitations of the model being validated
  • Act as an advisory figure for business lines, relaying validation findings and helping to achieve strategic organizational goals.
  • Take ownership of the identification and quantification of model risk for the relative model being validated

The Quantitative Risk Analyst should have the following qualifications…

  • Masters in Statistics, Economics, Finance or Engineering
  • Prior experience with Model Validation or Development
  • Advanced understanding of languages such a R, Python and/or SQL
  • Strong analytical experience

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