Senior Quantitative Risk Analyst — VaR, SVaR & Data Governance

LHH; Jersey City (NJ); On-site; USD 100,000 - 130,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

Life insurance

401K plan

Job summary

LHH is seeking a Senior Quantitative Analyst at our top tier banking client in Jersey City, NJ. The successful candidate will work closely with the Market Risk Methodology and Business Risk Managers, enhancing our overall risk management capabilities while implementing and testing VaR/S-VaR market risk models.

With at least 7-10 years of experience in a related role, candidates must have strong SQL and Python skills, and a Master's degree in a quantitative discipline. The position offers a comprehensive benefits package including medical, dental, vision, and a 401K plan.

Qualifications

• 7-10 years of experience in a related position.
• Proven track record in operational aspects of Market Risk.
• Advanced understanding of the principles underlying risk models.

Responsibilities

• Enhance overall risk management capabilities.
• Support implementation, testing, and rollout of market risk models.
• Liaise with Line of Business Risk Managers for market risk oversight.

Skills

SQL

Python

Data governance

Market risk modeling

Education

Master's Degree (MBA/MS) in finance, economics, accounting, computer science, or quantitative disciplines

Tools

Excel

PowerPoint

Job description

LHH is seeking a Senior Quantitative Analyst at our top tier banking client in Jersey City, NJ. The successful candidate will work closely with the Market Risk Methodology and Business Risk Managers, enhancing our overall risk management capabilities while implementing and testing VaR/S-VaR market risk models.

With at least 7-10 years of experience in a related role, candidates must have strong SQL and Python skills, and a Master's degree in a quantitative discipline. The position offers a comprehensive benefits package including medical, dental, vision, and a 401K plan.