Quant Analytics Lead Associate- Market Risk Model Validation

key-crypto.cloud

Cleveland, Ohio, US
$71,000.00 - $125,000.00 annually; not specified; ...
Fully remote
Market risk model validation
Interest rate risk in the banking book
Trading book valuation
The Lead Quantitative Analytics Associate is primarily responsible for using statistics, advanced mathematical techniques, and/or computer science to validate predictive and machine-learning models for specific business needs

Job Summary

  • The Lead Quantitative Analytics Associate is primarily responsible for using statistics, advanced mathematical techniques, and/or computer science to validate predictive and machine-learning models for specific business needs.
  • This role supports market risk model validation across the banking book and trading book, including Interest Rate Risk in the Banking Book (IRRBB) measurement and trading book valuation/pricing for derivatives.
  • Compensation for this role also includes eligibility for incentive compensation which may include production, commission, and/or discretionary incentives.

Matching Summary

The Lead Quantitative Analytics Associate is primarily responsible for using statistics, advanced mathematical techniques, and/or computer science to validate predictive and machine-learning models for specific business needs.

Salary

$71,000.00 - $125,000.00 annually; Not specified; Not specified

Skills & Requirements

Must-have

  • Market Risk Model Validation
  • Interest Rate Risk in the Banking Book
  • Trading Book Valuation
  • Quantitative Analysis
  • Advanced Python/R/SAS

Nice-to-have

  • Business Acumen
  • Critical Thinking
  • Problem Solving
  • Relationship Building
  • Communication Skills

Key Requirements

  • Bachelor's degree or equivalent in quantitative discipline and at least 2 years of relevant experience
  • 2 years with Master's or PhD
  • SQL/NoSQL
  • Familiarity with balance sheet/ALM modeling platforms
  • Familiarity with trading book analytics and derivatives valuation

Work Rights

Not specified

Tailored Resume

Cover Letter