Risk Quantitative Analyst/ FS Enterprise / $60-90k P/M / Perm
Are you a skilled quant with a passion for driving risk insights and innovation? We're on the lookout for a Risk Quantitative Analyst
to join our dynamic team and play a pivotal role in shaping the future of risk modeling within our organization.
Your Role
- Develop and enhance Value-at-Risk (VaR) models
to support robust risk management practices.
- Build and refine derivative pricing models, ensuring accuracy and efficiency.
- Conduct thorough model testing
to validate performance and compliance with regulatory standards.
- Collaborate with cross-functional teams to integrate models into broader systems and processes.
- Leverage Python
and other tools to drive innovation in risk modeling and data analysis.
What You Bring
- Expertise in VaR modeling, derivative modeling, and pricing frameworks.
- Proficiency in Python
and other quantitative tools for data analysis and model development.
- Strong understanding of financial markets, risk metrics, and derivative products.
- Experience in model validation, testing, and ensuring regulatory compliance.
- Analytical mindset with the ability to solve complex problems and deliver actionable insights.
Argyll Scott Asia is acting as an Employment Agency in relation to this vacancy.