Senior Quantitative Analyst (Risk Management)

Our client, a prestigious international bank with a significant presence in **San Diego, California, US**, is seeking an accomplished Senior Quantitative Analyst specializing in Risk Management. This demanding role requires deep analytical expertise and a meticulous approach to financial modeling.

The Senior Quantitative Analyst will be responsible for developing, implementing, and validating sophisticated mathematical models used for credit risk, market risk, and operational risk assessment. You will analyze complex financial data, identify trends, and provide quantitative insights to support risk management strategies and regulatory compliance. Key responsibilities include performing stress testing, scenario analysis, and back-testing of models to ensure their accuracy and robustness. Collaboration with front-office traders, risk managers, and regulatory bodies will be a significant part of this role.

The ideal candidate holds a Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Financial Engineering, or a related discipline, coupled with a minimum of 5-7 years of relevant experience in quantitative finance, preferably within a banking or financial institution. Strong programming skills in languages such as Python, R, C++, or Java, and experience with data analysis and statistical software are essential. A deep understanding of financial markets, derivatives pricing, risk metrics (VaR, ES), and regulatory frameworks (e.g., Basel Accords) is required. Excellent analytical, problem-solving, and communication skills are critical for explaining complex quantitative concepts to both technical and non-technical stakeholders.

You will also contribute to the development of new risk methodologies, participate in model risk management initiatives, and ensure models adhere to the highest standards of governance and documentation. The ability to work independently and as part of a high-performing team, managing multiple projects simultaneously, is crucial. This is a challenging and rewarding opportunity to contribute significantly to the financial stability and strategic decision-making of our client in **San Diego, California, US**. Expertise in capital markets and derivative instruments is highly valued.