Risk Management - Quantitative Associate - Market Risk Model Development
New York, NY, United States
USD 161K-190K (estimate) Mid-level Full Time
Tasks
- Assess model risk issues
- Conduct stress testing for fixed income portfolios
- Coordinate model implementation with front office developers
- Coordinate model implementation with technology partners
- Create model documentation
- Design market risk models
- Develop statistical tests for model performance
- Devise compensating controls for model risk
- Evaluate alternative modeling assumptions
- Explain model behavior to regulators
- Explain model behavior to risk managers
- Explain model behavior to trading desk personnel
- Implement Value at Risk models
- Implement regulatory capital models
- Liaise with model risk governance for model validation
- Perform statistical analysis on historical market data
- Translate regulatory pronouncements into model specifications
Perks/Benefits
- Backup childcare
- Financial coaching
- Health care coverage
- Mental health support
- On-site health and wellness centers
- Retirement savings plan
- Tuition reimbursement
Skills/Tech-stack
Jupyter | Model Validation | Pandas | Probability theory | Python | Regulatory Capital | SciPy | Scikit-learn | Series analysis | Statistics | Stress Testing | Time Series | Time Series Analysis | Value-at-Risk
Education
Roles
Regions
Countries
States
Cities
Related jobs
-
Professional – Counterparty Risk Management USD 96K-144KArtificial Intelligence | Change Management | Counterparty Credit Risk | Credit Risk | Deterministic ModelingMid-level Full TimeHeadquarters 4, United States23h ago
-
SOC Security Analyst L3 USD 81K-150KActive Directory | App Security | Authentication attacks | Business email compromise | Cloud App SecurityMid-level Full TimeHybrid, Sacramento, CA R23h ago
-
Security Operations Center Analyst USD 83K-109KAuthentication | Cloud Security | CrowdStrike | DNS | Defender XDRComprehensive medical/dental/vision plans | Home Technology Stipend | Legal insurance | Matching 401k | Paid HolidaysMid-level Full TimeBothell, Washington, United States; College Park, … R1d ago
-
Risk Management -Investment Banking & Wholesale Credit Risk Executive Content – Analyst USD 245K-285KAlteryx | Credit Risk | Dashboard Development | Data Mining | Data VisualizationBackup childcare | Financial coaching | Health care coverage | Mental health support | On-site health and wellness centersExecutive-level Full TimeNew York, NY, United States1d ago
-
Senior All-Source Analyst USD 134K-184KC# | C++ | Circuit analysis | Digital Twin | Embedded SystemsOnsite workSenior-level Full TimeMelbourne, FL1d ago
-
Cyber Security Solutions R&D Analyst USD 98K-110KAnalytics | Cybersecurity | Dashboards | Incident Response | JavaScript401k matching | Dental insurance | Disability insurance | Employee assistance program | Flexible spending accountMid-level Full TimeMississippi, John C. Stennis Space Center, …1d ago
-
Virtualization and Systems Administrator USD 79K-162KAdversary Emulation | Atlassian Confluence | Backup Management | Computer Network Security | Computer networkFlexible time off | Paid cyber events | Training opportunitiesEntry-level Full TimeBYS CHANTILLY VA, United States1d ago
-
Cyber Crime Senior Specialist (Tableau exp. required) USD 140K-204KAlteryx | Business Intelligence | Data Quality | Data Visualization | Data analyticsBenefits eligibility | In-office Flexibility | Paid time offSenior-level Full TimeChicago, United States1d ago
-
Cyber Onboarding & Sustainment Analyst USD 87K-157KComputer Networking | Cyber Network Defense | Defender for Endpoint | Detection and Response | EDRMid-level Full Time2136 Letterkenny Army Depot Chambersburg PA, …1d ago
-
Systems Analyst USD 124K-166KCI/CD | Data Analysis | Data Governance | Data Modeling | Data Visualization401k match | Health and wellness packages | Internal mobility support | Paid education and certifications | Paid professional developmentSenior-level Full TimeUSA DC Home Office (DCHOME), United … R1d ago
-
Data Analyst USD 61K-141KArcGIS | Data Modeling | Data Visualization | Data analytics | Geospatial InformationDependent care | Paid leave | Professional development | Tuition assistance | Work-life programsEntry-level Full TimeUSA, VA, Charlottesville (2460 Defense Way), …1d ago
-
Senior-level Full TimeUSA CA - Irvine Laguna Canyon, …1d ago
-
Cryptologic Computer Scientist (Level 1-4) USD 122K-210KAlgorithms | Apache Spark | Computer Architecture | Data Structures | Modeling and Simulation401k match | Education and training support | Paid Dental Insurance | Paid health insurance | Paid life insuranceMid-level Full TimeAnnapolis Junction, MD2d ago
-
HSSE Systems Associate USD 90K-105KAPIs | Access Control | Audit management | Automation | Compliance ManagementTravelMid-level Full TimeHouston, TX, US2d ago
-
Database Administrator (Portland, OR - US) USD 121K-147KAWS Aurora | AWS RDS | Amazon Redshift | Auditing | Backup and RecoveryDental insurance | Employee stock ownership plan | Hybrid work | Medical insurance | Retirement planSenior-level Full TimePortland, Oregon, United States2d ago
-
Database Administrator (Orange, CA - US) USD 121K-147KAWS Aurora | AWS RDS | Amazon Redshift | Audit Logging | Backup & RecoveryEmployee stock ownership plan (ESOP) | Hybrid work schedule | Medical, dental, and vision insurance | Pre-tax contribution plans | Retirement packageSenior-level Full TimeOrange, California, United States2d ago
-
Database Administrator (Oakland, CA - US) USD 121K-147KBackup and Recovery | Bash | Data Governance | Data Lineage | Data QualityDental insurance | Employee stock ownership plan | Medical insurance | Retirement package | Vision insuranceSenior-level Full TimeOakland, California, United States2d ago
-
Database Administrator (New York, NY - US) USD 121K-147KAWS Aurora | AWS RDS | Amazon Redshift | Backup and Recovery | BashDental insurance | Employee stock ownership plan (ESOP) | Medical insurance | Pre-tax contribution plans | Retirement packageSenior-level Full TimeNew York, New York, United States2d ago
-
Database Administrator (Chicago, IL - US) USD 121K-147KAWS RDS | Amazon Aurora | Amazon Redshift | Bash | Data GovernanceDental insurance | Employee stock ownership plan (ESOP) | Medical insurance | Pre-tax contribution plans | Retirement planSenior-level Full TimeChicago, Illinois, United States2d ago
-
Database Administrator (Boston, MA - US) USD 121K-147KBackup and Recovery | Bash | Data Governance | Data Lineage | Database AuditingDental insurance | Employee stock ownership plan (ESOP) | Hybrid work schedule | Medical insurance | Retirement planSenior-level Full TimeBoston, Massachusetts, United States2d ago
-
Informatics Specialist Lead-Novitas USD 97K-133KClaims data | Data Analysis | Data Governance | Data Modeling | Data Visualization401k plan with company match | Employee Incentive Plan | Employee assistance program | Free gym memberships | Free telehealth benefitsSenior-level Full TimeRemote, FL, United States R2d ago
-
Informatics Specialist Lead-Novitas USD 97K-133KAnalytics | CPT | Data Governance | Data Mining | Data Modeling401k plan with company match | Employee Incentive Plan | Employee assistance program | Free gym memberships | Free telehealth benefitsSenior-level Full TimeRemote, FL, United States R2d ago
-
Cloud Security | ISO | Incident Response | Linux | NISTMid-level Full TimeFort Lauderdale, FL, US2d ago
-
Cloud Security Analyst USD 56K-71KAWS | Access Management | CIS | Cloud Security | EncryptionCaregiving support | Crisis concierge | Employee stock purchase | Health and welfare benefits | Mental health resourcesEntry-level Full TimeHilton - System Solutions - Dallas …2d ago
-
Communication | Data Visualization | Data analytics | Machine Learning | Policy DevelopmentBenefits | Bonus | EquitySenior-level Full TimeWashington D.C., DC, USA2d ago