Join our dynamic team as a Market Risk Quant, contributing to the development and validation of sophisticated risk models. This role is crucial for mitigating risk and identifying new opportunities within the financial sector. You will engage with end-to-end risk services, from strategic considerations to cyber threat management.

We are focused on enhancing our capabilities in areas such as strategic risk, financial policies, and cyber security. This position offers a significant opportunity to impact our risk management framework and contribute to our firm's growth. Be part of a team that values expertise and innovation.

As a Market Risk Quant, you will lead the development, review, and validation of critical risk models. This includes Market Risk models like FRTB (IMA, SA) and Basel 2.5, as well as Counterparty Credit Risk and Pricing models.

Your responsibilities will encompass conducting independent reviews, assessing model inputs and assumptions, and performing performance testing and sensitivity analysis. You will also be responsible for reviewing model implementation, identifying potential risks, and preparing comprehensive validation reports aligned with regulatory standards.

Key tasks involve validating Market Risk models, Counterparty Credit Risk models (including IMM, XVA, and Margin models), and Stress Testing models (CCAR, DFAST, ICAAP). You will evaluate conceptual soundness and methodological appropriateness, ensuring compliance with regulatory expectations like SR 11-7.

We are seeking individuals with a Master's degree in quantitative finance, financial mathematics, statistics, economics, engineering, or an MBA, coupled with 2-7 years of relevant experience. A strong foundation in quantitative finance is essential.

Candidates should possess sound knowledge and practical experience in Market Risk models (VaR, RNIV, IRC, SA-CVA, FRTB) or Stress Testing and Capital models (CCAR, DFAST, ICAAP) or Counterparty Credit Risk (SACCR, XVA, SIMM, EPE, EE, PFE).

Essential skills include a strong understanding of Market Risk and CCR metrics, stochastic calculus, probability theory, numerical methods, statistical techniques, and derivatives across various asset classes. Certifications like FRM, CFA, or CQF are considered a valuable asset.