What are the responsibilities and job description for the Quantitative Risk Analyst position at Executive Alliance?
- Maintain and enhance in-house risk models.
- Develop model performance measurements, generate model performance monitoring report, and perform ad hoc analysis to explain model behavior.
- Conduct research related to capital market and risk modeling.
- Develop, establish, and maintain key analytical process.
- Collaborate with related teams on model validation, production implementation.
Qualifications
Required Skills
- Master’s degree or higher in a quantitative field of study
- 5 years of hands-on experience in quantitative models, research, with deep understanding in equity, fixed income, or derivatives market.
- Familiar with banking, financial institutions, financial instruments, and capital markets
- Knowledge of risk analytics of Treasury securities, MBS pricing, equity, or/and short term financing instruments.
- Strong analytical, quantitative, and problem-solving skills, as well as demonstrated research capacity; knowledge and experience on data science/Machine Learning a plus.
- High Level of digital literacy, ability to work efficiently with Python (or C ), SQL, Excel, and/or R; experience with snowflakes a plus
- Good communication skills, both oral and written
- Excellent attention to detail and focus on quality of deliverables.
Preferred Skills
- Knowledge and experience on Data Science/Machine Learning
- Experience with Snowflake
Salary : $130,000 - $140,000
