Market Risk Models Quantitative Analyst
3 days ago
Market Risk Models Quantitative Analyst
This is an exciting opportunity for a skilled Quantitative Risk Modeling Specialist to join Millar Associates as a Financial Modeling Expert. We are seeking a highly motivated and experienced individual to work on the development and implementation of advanced market risk models.
Key Responsibilities:
- Design and implement complex market risk models using C# or C++ programming languages.
- Collaborate with the Front Office Quant group to provide modeling support for Interest Rate Vol, Curves, Swaptions, and VAR methodologies.
- Develop and improve client risk tools and be involved in the next generation of tools.
- Contribute to the development of alternative models and methodologies for model risk.
- Provide day-to-day support to stakeholders on model-related questions, including Trading Desks, Risk Management, and other Quants.
Requirements:
- Masters or PhD degree in a quantitative field, such as Physics, Maths, or Engineering.
- Strong knowledge of stochastic calculus and Interest Rate modeling.
- Experience in implementing derivative valuation models in C++ or C#.
- Excellent communication skills, both written and verbal, in English.
- Sound judgment in assessing the strength and weaknesses of modeling approaches.
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