Senior Quantitative Risk Analyst

Our client is seeking a highly analytical and technically proficient Senior Quantitative Risk Analyst to join their fully remote banking and finance team. This role is essential for developing, implementing, and maintaining sophisticated quantitative models to assess and manage various financial risks, including market risk, credit risk, and operational risk. The ideal candidate will possess a strong academic background in a quantitative discipline, extensive experience in financial modeling, statistical analysis, and programming, coupled with a deep understanding of banking regulations and risk management principles. You will play a key role in ensuring the financial stability and compliance of the organization.

Key Responsibilities include:

Develop, validate, and implement quantitative models for risk assessment, pricing, and valuation (e.g., VaR, Expected Shortfall, Credit Valuation Adjustment (CVA), Pricing Models). Perform complex statistical analysis, time series analysis, and econometric modeling on large financial datasets. Utilize programming languages such as Python, R, or C++ to build, test, and deploy risk models and analytical tools. Collaborate with risk management, trading, and business units to understand their risk modeling needs and provide analytical solutions. Ensure models are compliant with regulatory requirements (e.g., Basel III/IV, CCAR, IFRS 9) and internal policies. Conduct backtesting and stress testing of models to assess their performance and stability under various market conditions. Document model methodologies, assumptions, limitations, and implementation details thoroughly. Communicate complex quantitative concepts and results clearly to both technical and non-technical stakeholders. Stay current with the latest academic research, industry best practices, and regulatory developments in quantitative finance and risk management. Contribute to the development of risk infrastructure and data management strategies. Assist in the preparation of regulatory filings and internal risk reports. Mentor junior analysts and contribute to the team's technical growth.

Qualifications:

Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, Financial Engineering, or a related discipline. Minimum of 5 years of experience in quantitative finance, risk management, or a related analytical role within the banking or financial services industry. Expert proficiency in at least one programming language commonly used in quantitative finance (e.g., Python, R, C++). Strong understanding of financial markets, instruments, and risk management concepts. Experience with statistical modeling, machine learning techniques, and data analysis tools. Familiarity with regulatory frameworks impacting financial risk management. Excellent analytical, problem-solving, and critical thinking skills. Strong written and verbal communication skills, with the ability to explain complex technical concepts effectively. Ability to work independently and manage multiple priorities in a demanding remote environment. Experience with large datasets and database querying (e.g., SQL) is a plus.

This is a premier opportunity to leverage your advanced quantitative skills to impact critical risk management decisions within a leading financial institution, all from a fully remote setup. You will be part of a highly collaborative and intellectually stimulating team. The **Atlanta, Georgia, US** area is our corporate center, but this role offers the ultimate flexibility of being fully remote. Join us and help shape the future of financial risk.