Qualitative Analyst - JT
Posted on Indeed on Feb 15, 2021

Qualitative Analyst - JT

Dallas, Texas 75205

Relocation assistance: Yes

Must be a US Citizen or Green Card holder.


Remote / Work From Home

Experience level: Associate

Experience required: 5 Years

Education level: Master’s degree

Visa : Only US citizens and Greencard holders

Overview:

Being a member of our Risk Management team, you’ll work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.

Responsibilities:

The candidate is primarily responsible for designing, developing, testing, and maintaining stress test models or tools and performing Stress Test related analyses and reporting.

  • Design and implement stress testing scenarios
  • Perform analytical analysis such as attribution analysis to explain stress testing risk metrics results
  • Conduct quality assurances and controls on data
  • Maintain stress testing related functions in QRM's Production System, including setting up scheduled jobs to perform stress testing calculations
  • Aligns risk and control processes into day-to-day responsibilities to monitor and mitigate risk; raises to next level appropriately

Talents needed for success:

  • 1+ years of hands-on experience in quantitative analysis, preferable in credit risk or market risk modeling
  • Minimum 3 years of related work experience
  • Excellent communication skills, both oral and written.
  • Must have excellent interpersonal skills
  • Self-motivated and able to work independently.
  • Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as back testing).
  • Solid programming skills in data processing language such as SQL, Python. R, Matlab are pluses.

Must have a Ph. D or a Master’s degree in a quantitative field, preferably in applied economics, econometries, statistics or financial engineering.

Required Knowledge, Skills, and Abilities: (Submission Summary)

1. Solid programming skills in data processing language such as SQL, Python. R, Matlab are pluses.

2. Must have a Ph. D or a Master’s degree in a quantitative field, preferably in applied economics, econometries, statistics or financial engineering.

3. 1+ years of hands-on experience in quantitative analysis, preferable in credit risk or market risk modeling

4. Minimum 3 years of related work experience

5. Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as back testing).

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