Quant Analytics Associate - Interest Rate Model Risk

Quant Blueprint LLC; United States; On-site; USD 120,000 - 180,000; Full time

Job summary

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to join their Interest Rates team. In this role, you will assess model risks of complex financial models and ensure effective decision-making processes across the firm.

The ideal candidate will possess a strong quantitative background and experience in a front-office model risk role. Excellent communication and leadership skills are vital, as you will manage junior team members and liaise across functions.

Qualifications

• Significant experience in a front-office or model risk quantitative role.
• Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis.
• Good understanding of option pricing theory.

Responsibilities

• Carry out model reviews: analyze conceptual soundness of complex pricing models.
• Liaise with model developers and provide guidance on model risk.
• Manage and develop junior members of the team.

Skills

Probability theory

Stochastic processes

Statistics

Partial differential equations

Numerical analysis

C/C++ coding

Python coding

Communication skills

Education

MSc, PhD or equivalent in a quantitative discipline

Job description

Quant Blueprint LLC is seeking a Quant Model Risk Vice President to join their Interest Rates team. In this role, you will assess model risks of complex financial models and ensure effective decision-making processes across the firm.

The ideal candidate will possess a strong quantitative background and experience in a front-office model risk role. Excellent communication and leadership skills are vital, as you will manage junior team members and liaise across functions.