What are the responsibilities and job description for the Quantitative Manager position at The Ashlar Group?
Quantitative Analytics Manager - Market Analytics, Risk
Location: Irving, TX
Duration: 6 Months
Job Description:
- Develop and enhance tools for the measurement, monitoring and management of counterparty exposure including PFE, risk capital, wrong way risk and stress testing.
- Actively liase with sales trading, CVA and market risk managers to ensure comprehensive coverage of counterparty and liquidity risk measures across all derivatives and financing products
- Closely work with Quantitative risk and Markets analytics teams, Technology and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas
- Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices.
Key skills:
- Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
- Large scale project management skills spanning risk and technology
- Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance
