Preferred Master’s Degree in Business or in a quantitative field such as Mathematics, Statistics, Physics, or Engineering
Experience with, or keen interest to develop expertise in pricing, risk, and capital models
Experience with, or keen interest to develop expertise in financial markets & economics
Experience with, or keen interest to develop expertise in programming and dashboarding skills with languages/tools such as Python and Tableau
Experience with, or keen interest to develop expertise in development of risk analytics, interpretation & productivity tools for insights into risk & capital metric data
Excellent written and verbal communication skills
Entrepreneurial, creative, self-motivated, and team-orientated
What You'll Be Doing
Understand financial risk by analyzing pricing, risk and capital model outputs to evaluate, explain and justify features observed in the firm’s market risk data
Enhance and manage processes that quantify, review, explain and convey insight for risk and capital measures for a large, diverse set of financial products or activities across the firm. This involves developing and maintaining tools to understand risk & capital metrics at varying levels of aggregation across the firm
Provide quantitative and qualitative risk analysis to estimate financial risk of the firm’s transactions
Streamline and automate risk analysis and reporting to enhance the firm’s metric accuracy, timeliness, and availability for stakeholders within and outside of the Risk Division
Develop, test, and integrate new/enhanced workflows and write/maintain corresponding documentation
Perform anomaly detection on large data sets, investigate root cause, and recommend corrective actions
Liaise with groups such as Modelers/Strats, Engineers, Controllers, and Business to understand and explain observations in risk data
Build and maintain a comprehensive set of reports and presentations for market risk capital for reporting to regulators, internal risk committees and senior leadership across Risk, Controllers, and the Business
Communicate complex ideas with internal/external stakeholders such as risk managers, market making businesses, technology, and senior management
Nice to Haves
Broad exposure to risk and capital models for a variety of financial products
Development of quantitative and programming skills as well as product and market knowledge
Work in a dynamic and highly creative team construct and consensus-orientated environment
Exposure to industry leading market data, pricing, risk & capital models for all activities that the firm engages in across divisions
Exposure to challenging quantitative problems and advanced analysis/approximation techniques for risk measurement
Exposure to large volumes of data (a.k.a ‘Big Data’) and the tools & techniques to interact with, and make meaningful interpretations from such data
Development of knowledge in economics, financial products, and markets
Engagements in critical internal risk management activities, and report risk metrics/analysis to both internal and external governing bodies
Opportunities to collaborate with senior members of the firm and a wide variety of groups across all areas of the firm
Perks and Benefits
Opportunities for professional growth and personal development
Diversity and inclusion initiatives within the workplace
Training and development opportunities
Wellness programs
Personal finance offerings
Mindfulness programs
Reasonable accommodations for candidates with special needs or disabilities