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Quantitative Risk Modeler

  • Location: DC/New York
  • Salary: $140k - $190k
  • Job type: Permanent
  • Job reference: qt454864
  • Sector: Credit Risk, Quant Analytics
Job Description

Barclay Simpson are currently working with a leading US retail bank to recruit a Quantitative Risk Modeler for their DC office.

The successful individual will be responsible for:

 

  • Developing and implementing all components of financial models, cash flow simulations, P&L and risk metrics calculations
  • Assess model implementation quality and production control risk
  • Design and execute test cases for modeling and analytical software applications
  • Execute model application runs, process/validate model outputs, and produce/review quantitative reports
  • Evaluate system requirements for model and analytical applications such as computing power, storage, network, and security, and recommend technology platforms and architecture designs for model applications to ensure robust and scalable execution.
  • Work and collaborate effectively, as part of a team and across organizational lines.
  • Provide technical guidance or coaching to more junior staff.
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