Quantitative Risk Management Analyst

Key Responsibilities and Duties

Implements quantitative analysis methods and related technology-based tools to analyze data in order to effectively monitor,

measure, and manage investment risks.

• Performs thorough model testing and validation procedures, including back-testing, sensitivity analysis, stress testing, and

scenario analysis.

• Documents validation findings, including strengths, weaknesses, limitations, and recommendations for model enhancements

or remediation actions.

• Communicates validation results and recommendations to key stakeholders, including model owners, senior management,

risk committees, and regulatory authorities.

• Collaborates with model developers, quantitative analysts, risk managers, and other stakeholders to address validation

findings and implement model improvements.

• Liaises with business to explain newly developed models and how to limit risk

Educational Requirements

• University (Degree) Preferred

Work Experience

• 3+ Years in Model Validation, 5+ Years Financial Services Required / 7+ Years Preferred