Quantitative Risk Manager

Role: Quantitative Risk Manager

Location: Tampa, FL and McClean, VA (hybrid)

This is a Full-time/Permanent Position with our Client (Visa sponsorship is not available for this role)

Job description:

• Improve and update the company’s risk models.
• Create ways to measure how well the models are performing, track their performance, and do extra analysis to understand any changes in the model’s behavior.
• Do research on the financial markets and how risk models work.
• Develop and manage important analysis processes.
• Work with other teams to test the models, implement them, and ensure everything runs smoothly.
• A Master's degree or higher in a math or quantitative field of study.
• At least 5 years of experience working with financial models and research, with a solid understanding of stock markets, bonds, or financial products like derivatives.
• Familiar with banks, financial institutions, and the financial tools they use.
• Knowledge of risk analysis related to things like Treasury bonds, mortgage-backed securities, stocks, or short-term financing products.
• Strong skills in analyzing data, solving problems, and doing research. Experience with data science or machine learning is a plus.
• Comfortable using digital tools like Python (or C ), SQL, Excel, and/or R; experience with cloud tools like Snowflake is a bonus.
• Good at explaining ideas clearly, both in writing and speaking.
• Careful with details and focused on delivering high-quality work.