Quantitative Analytics Professional
7 days ago
We are seeking a highly skilled Quantitative Analytics Professional to join our Risk Analytics team at LevelUP HCS. As a key member of our group, you will play a critical role in developing and managing analytics for counterparty credit risk models.
About the Role:
- Develop and implement analytics for counterparty credit risk management, leveraging your expertise in quantitative modeling and risk analysis.
- Work closely with stakeholders across business and functional teams to drive model development, ensuring effective communication and project management.
- Conduct in-depth analysis on existing model shortcomings, design remediation plans, and maintain, update, and back-test risk models.
- Utilize your analytical skills to identify potential weaknesses in methodologies and processes, assessing their materiality and impact on the organization.
Requirements:
- Master's Degree in a quantitative field (PhD preferred)
- Strong understanding of pricing and risk calculations for financial derivatives
- Proficient programming skills in Python (R a plus), with experience in data handling and manipulation using SQL
- Excellent written communication skills, with the ability to produce clear, concise model documentation
What We Offer:
- Competitive salary: $150,000 - $220,000 per annum
- Opportunity to work with a cutting-edge technology stack and contribute to innovative projects
- Collaborative and dynamic work environment with experienced professionals
Location: Our office is located in a vibrant area with easy access to public transportation.
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