Senior Quantitative Risk Researcher; VaR & ML

Position: Senior Quantitative Risk Researcher (VaR & ML)

Location: New York

A leading financial institution is seeking a Quantitative Analyst to develop and enhance risk management frameworks for Value at Risk (VaR). The role involves implementing and optimizing quantitative tools, managing big data sets, and collaborating with global teams on various projects. Candidates must possess a Master's degree in a related field and have two years of experience. Strong programming skills in Python, SQL, and Excel are crucial.

This position offers a competitive salary in New York City.

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