Senior Quantitative Analyst (Risk Management)

Our client, a globally recognized investment bank, is seeking an exceptional Senior Quantitative Analyst to join their cutting-edge Risk Management division in **New York City, New York, US**. This role is critical in developing and implementing sophisticated quantitative models to assess and manage market, credit, and operational risks. You will be instrumental in designing, testing, and validating complex financial models, ensuring their accuracy, robustness, and compliance with regulatory requirements (e.g., Basel III, CCAR). The ideal candidate will possess a deep understanding of financial markets, derivative pricing, econometrics, and statistical modeling techniques. You will work closely with traders, portfolio managers, and risk officers to provide data-driven insights and support strategic decision-making. This position requires advanced programming skills in languages such as Python, R, C++, or Java, along with expertise in mathematical software and large dataset manipulation. A strong academic background, including a Master's or Ph.D. in a quantitative field such as Financial Engineering, Mathematics, Physics, Statistics, or Computer Science, is essential. You should have a minimum of 5-8 years of relevant experience in quantitative finance, risk management, or a similar analytical role within the financial services industry. Excellent problem-solving abilities, meticulous attention to detail, and the capacity to communicate complex technical concepts to non-technical stakeholders are crucial. You will contribute to the development of new risk methodologies, the enhancement of existing models, and the automation of risk reporting processes. This is a challenging opportunity to work on high-impact projects within a dynamic and collaborative environment, contributing significantly to the firm's stability and success.

Key Responsibilities: Develop, implement, and validate quantitative models for risk assessment (market, credit, operational). Perform complex statistical analysis and econometric modeling. Price financial derivatives and assess portfolio risk. Collaborate with business lines to understand risk exposures and develop mitigation strategies. Ensure models comply with regulatory requirements and internal policies. Automate risk reporting processes and develop dashboards. Conduct research into new modeling techniques and financial innovations. Communicate complex findings and recommendations to senior management and stakeholders. Contribute to the development and maintenance of the firm's risk infrastructure. Qualifications: Master's or Ph.D. in a quantitative discipline (e.g., Financial Engineering, Mathematics, Statistics, Physics, Computer Science). 5-8 years of experience in quantitative analysis, risk management, or a related field within financial services. Strong proficiency in programming languages (Python, R, C++, Java) and statistical/mathematical software. Deep understanding of financial markets, derivative products, and risk management principles. Experience with regulatory frameworks such as Basel III, Dodd-Frank, CCAR. Excellent analytical, problem-solving, and critical thinking skills. Ability to articulate complex quantitative concepts clearly and concisely. Experience working with large datasets and database technologies. Strong collaboration and teamwork skills.