Associate, Quantitative Risk Analytics

Office Status: Hybrid

Salary: $80,000 – $120,000

Responsibilities:

• Execute functional testing to verify correct implementation of risk models, including replication and benchmarking.
• Develop, test, implement and document risk analytics for new products.
• Support the enhancement of infrastructure to implement new risk analytics models including controls to monitor their performance.
• Perform quantitative research to implement model changes, enhancements and remediation plans.
• Work with stakeholders across business and functional teams during model development process.
• Create tools and dashboards which can enhance and improve the risk analysis.
• Conduct analysis on existing model short-comings and design remediation plans.
• Maintain, update, improve and back-test risk models.
• Analysis of historical time series data.
• Identify risk not captured by analytics, develop and implement methodology to quantify the materiality, and design strategic plan to better integrate and manage such risk.