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Quantitative Analyst - Market Risk

Quantitative Analyst - Market Risk

Hybrid

New york, United states

$ 75 /hour

Junior

Freelance

12-09-2025

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Skills

Communication Python SQL Risk Management Analytics Mathematics

Job Specifications

Grow your career with an innovative global bank in New York, NY as a Quantitative Analyst with a focus on Market Risk. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.

Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Contract Duration: 6+ Months

What You Will Be Doing

Support market risk analytics projects in multiple areas, including FRTB (Fundamental Review of the Trading Book, the next generation of market risk regulatory framework) CCAR (Comprehensive Review of the Trading Book), and LIBOR transition.
Develop market risk models critical for quantifying the market risk exposures of trading book and calculating regulatory capital.
Collaborate with other teams including Risk IT to implement new models, resolve production issues and enhance existing implementation.
Calibrate model parameters, perform variance analysis to explain the changes in model output due to parameter updates.
Perform ongoing analysis of models, including back testing and profit attribution analysis (PAA).
On a regular basis, engage market risk managers and businesses on analytics-related matters.
Develop and maintain technical documentation.
Support various tasks in response to regulatory and internal risk management requirements.

Required Skills & Experience

Master's Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.).
2+ years of Quantitative experience.
Must have strong technical skills, proficiency in a computational language such as Python or R
Experience with analyzing large and complex data sets.
Good verbal and written communication skills.

Desired Skills & Experience

PhD or 2nd Master's degree, CPA or CFA preferred if lacking 2+ years of Quantitative experience.
Familiarity with SQL and UNIX.

About the Company

We've been helping organizations find the people they need longer than any other company in the world. Since inventing the staffing industry in 1946, we have become experts in the many industries and markets we serve. With a network of suppliers and partners around the world, we connect more than 450,000 people with work every year. Know more