Senior Quantitative Analyst (Risk Management)

Our client, a globally recognized investment bank headquartered in **Los Angeles, California**, is seeking a highly analytical and experienced Senior Quantitative Analyst to join its Risk Management division. This role is instrumental in developing and implementing sophisticated quantitative models to assess and manage market, credit, and operational risks. The successful candidate will possess a strong academic background in a quantitative discipline, extensive experience in financial modeling, and expertise in programming languages commonly used in quantitative finance.

Responsibilities: Develop, validate, and implement quantitative models for risk assessment, including VaR, stress testing, pricing, and capital allocation. Analyze complex financial data to identify trends, risks, and opportunities. Build and maintain sophisticated risk management systems and tools. Collaborate with traders, portfolio managers, and other business units to understand their risk exposures and needs. Contribute to the design and improvement of risk reporting frameworks. Perform back-testing and sensitivity analysis of quantitative models. Ensure compliance with regulatory requirements related to risk management (e.g., Basel III, Dodd-Frank). Research and evaluate new quantitative methodologies and technologies. Prepare clear and concise reports and presentations for senior management and regulatory bodies. Mentor junior quantitative analysts and contribute to team development. Stay current with market developments, regulatory changes, and academic research in quantitative finance. Identify and recommend improvements to existing risk management processes and policies. Work closely with IT and data management teams to ensure data integrity and system functionality. Qualifications: Ph.D. or Master's degree in a highly quantitative field such as Mathematics, Statistics, Physics, Economics, or Financial Engineering. Minimum of 6 years of experience as a Quantitative Analyst or in a similar role within the financial services industry, with a strong focus on risk management. Deep understanding of financial markets, instruments, and derivatives. Proven expertise in statistical modeling, econometrics, and numerical methods. Proficiency in programming languages such as Python, R, C++, or Java. Experience with financial modeling libraries and quantitative risk management software. Strong analytical, problem-solving, and critical thinking skills. Excellent written and verbal communication skills, with the ability to explain complex quantitative concepts to non-technical audiences. Ability to work effectively both independently and as part of a collaborative team. Experience with large datasets and database management (e.g., SQL). Knowledge of regulatory frameworks impacting financial risk management. Strong attention to detail and commitment to accuracy. This position in **Los Angeles, California** offers a competitive salary, bonus potential, and a comprehensive benefits package, providing a challenging and rewarding career opportunity.