Assistant Vice President

Stone Management; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Stone Management seeks a quantitative analytics professional to develop and enhance analytics for RWA, regulatory capital, and market risk in a banking context. You will build Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.

You will also leverage generative AI and LLMs to accelerate documentation, code development, rule interpretation, and process automation. 4–7 years of relevant experience is expected.

Qualifications

• 4 to 7 years experience in a quantitative risk environment within banking or financial services.
• Experience with model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.

Responsibilities

• Develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and capital optimization.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Leverage generative AI and LLMs to accelerate documentation, coding, rule interpretation, and process automation.

Skills

Quantitative Analytics

Python

RWA Attribution

Forecasting

Stress Testing

Tools

Python

LLMs

Job description

• International Bank seeks a quantitative analytics individual to develop and enhance quantitative analytics for RWA, regulatory capital, leverage exposure, and financial resource optimization across CCR, SA-CCR, SFT, CVA, and Market Risk.
• Perform RWA attribution, forecasting, and capital consumption analyses to identify optimization opportunities.
• Build and maintain Python-based models and data pipelines for capital forecasting, scenario analysis, and stress testing.
• Leverage generative AI and Large Language Models (LLMs) to accelerate documentation, code development, rule interpretation, and process automation.

Requirements:

4 to 7 years experience in a quantitative risk environment within banking or financial services.

Experience with model development, statistical analysis, forecasting, and exposure measurement; solid understanding of derivatives and securities financing.