What are the responsibilities and job description for the Quantitative Analyst position at Rainmaker Resources, LLC?
Job Description
Job Description
Quantitative Risk Analyst IV
General Summary
Provides intermediate market risk, quantitative and financial analyses utilizing financial risk modeling software programs and modeling tools in support of financial and risk management. Provides intermediate research analysis in support of recommendations and management information related to profitability trends, market risk exposure, prepayment activity, market risk modeling practices, and other financial and risk related characteristics of the balance sheet.
Principal Duties And Responsibilities
- Researches, develops and implements intermediate market risk analyses projects concerning relevant facets of risk analysis and assessment including market risk, earnings, capital, and aspects of credit risk.
- Researches, creates, develops, interprets, applies, implements, and presents regular and ad-hoc financial and market risk analyses projects.
- Utilizes the various market risk and earnings models, credit risk and mortgage prepayment models.
- Assists in the evaluation, development, implementation and maintenance of new or enhanced processes, models, and systems.
- Coordinates and / or initiates data management and automation activities utilizing advance data management tools (including but not limited to Excel, VBA, SAS, SQL).
- Actively supports efforts to develop, build consensus, apply and maintain the enterprise risk management function and program, especially related to market risk, earnings, capital, and credit risk.
- Performs other routine office duties and special projects as assigned by management.
Minimum Knowledge, Skills And Abilities Required
