Quantitative Risk Analyst

Job Summary

A company is looking for a Quantitative Risk Modeling Analyst.

Key Responsibilities

• Develop, implement, and maintain Potential Future Exposure (PFE) models across all risk-bearing products
• Design and calibrate margin models for exchange-traded and prime brokerage products
• Conduct quantitative risk analyses to support risk-informed decision making

Required Qualifications

• PhD or Master's degree in a highly quantitative field (e.g., Physics, Mathematics, Statistics, Financial Engineering)
• 2+ years of experience in quantitative risk model development or quantitative research in relevant sectors
• Familiarity with financial products and key risk factors associated with them
• Deep understanding of statistical and machine learning models used in finance
• Proficiency in programming skills, particularly Python and SQL