Overview
On Site
Competitive
Full Time
No Travel Required
Skills
quantitative
risk
Job Details
Title: Quantitative Risk Manager
Location: Jersey City, NJ
Schedule: Hybrid 3 days onsite
Qualifications:
Master's degree in quantitative field
Experience in quantitative models and research
Experience with in-house fixed income risk models (maintaining and enhacing)
Experience in Python and SQL
Treasury Securities and/or MBS pricing and VaR modeling
Responsibilities:
Quantitative Risk Management, QRM is responsible for the development and support of models and methodologies for the quantification of risk.
QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business needs.
Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the quantification of risk.
QRM also carries out quantitative analysis and other analytical support for the Company's risk management and other business needs.
Maintain and enhance in-house fixed income risk models
Produce model performance metrics and analytics to support communications with both internal model users and external supervisors
Explain model behavior, carrying out scenario analyses, develop new quantitative analysis tools
Maintain key data source for groups model development and quantitative analyses.
Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior.
Estimated Min Rate: $140000.00
Estimated Max Rate: $170000.00
Note: Any pay ranges displayed are estimations. Actual pay is determined by an applicant's experience, technical expertise, and other qualifications as listed in the job description. All qualified applicants are welcome to apply.
Yoh, a Day & Zimmermann company, is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Visit ;to contact us if you are an individual with a disability and require accommodation in the application process.
For California applicants, qualified applicants with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. All of the material job duties described in this posting are job duties for which a criminal history may have a direct, adverse, and negative relationship, potentially resulting in the withdrawal of a conditional offer of employment.
Location: Jersey City, NJ
Schedule: Hybrid 3 days onsite
Qualifications:
Master's degree in quantitative field
Experience in quantitative models and research
Experience with in-house fixed income risk models (maintaining and enhacing)
Experience in Python and SQL
Treasury Securities and/or MBS pricing and VaR modeling
Responsibilities:
Quantitative Risk Management, QRM is responsible for the development and support of models and methodologies for the quantification of risk.
QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business needs.
Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the quantification of risk.
QRM also carries out quantitative analysis and other analytical support for the Company's risk management and other business needs.
Maintain and enhance in-house fixed income risk models
Produce model performance metrics and analytics to support communications with both internal model users and external supervisors
Explain model behavior, carrying out scenario analyses, develop new quantitative analysis tools
Maintain key data source for groups model development and quantitative analyses.
Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior.
Estimated Min Rate: $140000.00
Estimated Max Rate: $170000.00
Note: Any pay ranges displayed are estimations. Actual pay is determined by an applicant's experience, technical expertise, and other qualifications as listed in the job description. All qualified applicants are welcome to apply.
Yoh, a Day & Zimmermann company, is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Visit ;to contact us if you are an individual with a disability and require accommodation in the application process.
For California applicants, qualified applicants with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. All of the material job duties described in this posting are job duties for which a criminal history may have a direct, adverse, and negative relationship, potentially resulting in the withdrawal of a conditional offer of employment.
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.