Quantitative Risk Management Analyst

Key Responsibilities and Duties

Implements quantitative analysis methods and related technology-based tools to analyze data in order to effectively monitor

measure and manage investment risks.

Performs thorough model testing and validation procedures including back-testing sensitivity analysis stress testing and

scenario analysis.

Documents validation findings including strengths weaknesses limitations and recommendations for model enhancements

or remediation actions.

Communicates validation results and recommendations to key stakeholders including model owners senior management

risk committees and regulatory authorities.

Collaborates with model developers quantitative analysts risk managers and other stakeholders to address validation

findings and implement model improvements.

Liaises with business to explain newly developed models and how to limit risk

Educational Requirements

University (Degree) Preferred

Work Experience

3 Years in Model Validation 5 Years Financial Services Required / 7 Years Preferred