Quant Analyst

Location: New York, New York
Posted On: 10/12/2017
Job Code: 3324_QUANT_NY
Job Description
• Responsible for performing in-depth analysis on the bank’s counterparty exposure risk metrics and is engaged in the building a framework to analyze and monitor the daily capital calculations.
• Provides analytical support on IMM exposure explains; produces model performance reports for senior management.
• Participates in or develops model monitoring and test tools to extract data and use databases to provide statistical and model performance analysis.
• Play a key role in the investigation process around defects, exceptions, including validation of inputs, exposure and alpha analysis, and documentation of clear and concise explains
• Assist in the production of reporting packages and analysis for senior management, governing committees and regulatory bodies. This includes generation and maintenance of reporting that supports model governance and control routines

Required Skills:
• 3-5 years of work experience in a related field (Counterparty Credit Risk, Middle Office Risk, Front Office Market Risk, etc.)
• Graduate degree, preferably in a quantitative discipline
• Experience in data analysis, with strong research and analytical skills
• Proficiency in these computer skills ( Python, SQL, Excel and VBA)
• Strong written and oral communication, interpersonal and organizational skills and ability to build and maintain relationships with personnel across areas and regions
• Strong work ethic and ability to drive results
• Ability to multitask with strong time management skills
• High level of attention to detail

Desired Skills:
• Working knowledge of Counterparty Credit Risk (Model, risk mitigation, exposure modeling, etc)
• Prior experience with preparation of testing and issue trending results, and communicate findings and recommendations to test lead.
Category:IT  code:new
Job Requirements
Quant degree, counterparty, risk metrics, model development, monitoring, test, statistical and model performance analysis, Counterparty Credit Risk, Middle Office Risk, Front Office Market Risk, Python, SQL, Excel, VBA

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Contact Details
Ashish Bansal
E-mail Address