Market Risk Quantitative Analyst

Overview

On Site
Hybrid
USD 70.00 per hour
Full Time

Skills

Mathematics
Statistics
Computational Finance
Finance
Certified Public Accountant
Control Flow Analysis
Python
R
SQL
Unix
Communication
Trading
Collaboration
Analysis Of Variance
SAP BASIS
Market Risk
Analytics
Technical Writing
Risk Management

Job Details

Date Posted: 09/12/2025

Hiring Organization: Rose International

Position Number: 488460

Industry: Financial Services

Job Title: Market Risk Quantitative Analyst

Job Location: Nyc, NY, USA, 10013

Work Model: Hybrid

Work Model Details: Hybrid -3 days onsite and 2 days remote

Employment Type: Temporary

FT/PT: Full-Time

Estimated Duration (In months): 3

Min Hourly Rate($): 70.00

Max Hourly Rate($): 75.00

Must Have Skills/Attributes: Banking/Financial, CCAR, FRTB, Market Risk, Python, Quantitative Research, SQL, Statistics

Experience Desired: Market Risk and FRTB (5+ yrs); CCAR experience (5+ yrs); Libor experience (5+ yrs); Quantitative experience (5+ yrs)

Required Minimum Education: Master's Degree

**C2C is not available**

Job Description
Required Education:
Master's Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 2+ years of Quantitative experience.

Required Qualifications/Skills/Experience:
Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA or CFA.
Strong technical skills, proficiency in a computational language such as Python or R is required; familiarity with SQL and UNIX is a plus.
Experience with analyzing large and complex data sets.
Good verbal and written communication skills.

Overview:
This position is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business.
Recognized technical authority for an area within the business.
Requires basic commercial awareness.
There are typically multiple people within the business that provide the same level of subject matter expertise.
Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers.
Significant impact on the area through complex deliverables.
Provides advice and counsel related to the technology or operations of the business.

Job Duties:
Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review of the Trading Book), and LIBOR
transition.
Develop market risk models critical for quantifying the market risk exposures of Client trading book and calculating regulatory capital.
Collaborate with other teams include Risk IT to implement new models, resolve production issues and enhance existing implementation.
Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates.
Perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA).
On a regular basis, engage market risk managers and the businesses on analytics-related matters.
Develop and maintain technical documentation.
Support various tasks in response to regulatory and internal risk management requirements.

  • **Only those lawfully authorized to work in the designated country associated with the position will be considered.**

  • **Please note that all Position start dates and duration are estimates and may be reduced or lengthened based upon a client's business needs and requirements.**


Benefits:
For information and details on employment benefits offered with this position, please visit here. Should you have any questions/concerns, please contact our HR Department via our secure website.


California Pay Equity:
For information and details on pay equity laws in California, please visit the State of California Department of Industrial Relations' website here.


Rose International is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, sexual orientation, gender (expression or identity), national origin, arrest and conviction records, disability, veteran status or any other characteristic protected by law. Positions located in San Francisco and Los Angeles, California will be administered in accordance with their respective Fair Chance Ordinances.

If you need assistance in completing this application, or during any phase of the application, interview, hiring, or employment process, whether due to a disability or otherwise, please contact our HR Department.

Rose International has an official agreement (ID #132522), effective June 30, 2008, with the U.S. Department of Homeland Security, U.S. Citizenship and Immigration Services, Employment Verification Program (E-Verify). (Posting required by OCGA 13/10-91.).
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.