Senior Quantitative Finance Analyst Job Description
Senior Quantitative Finance Analyst Duties & Responsibilities
To write an effective senior quantitative finance analyst job description, begin by listing detailed duties, responsibilities and expectations. We have included senior quantitative finance analyst job description templates that you can modify and use.
Sample responsibilities for this position include:
Senior Quantitative Finance Analyst Qualifications
Qualifications for a job description may include education, certification, and experience.
Education for Senior Quantitative Finance Analyst
Typically a job would require a certain level of education.
Employers hiring for the senior quantitative finance analyst job most commonly would prefer for their future employee to have a relevant degree such as Master's and Bachelor's Degree in Statistics, Mathematics, Physics, Finance, Economics, Engineering, Quantitative Finance, Computer Science, Math, Graduate
Skills for Senior Quantitative Finance Analyst
Desired skills for senior quantitative finance analyst include:
Desired experience for senior quantitative finance analyst includes:
Senior Quantitative Finance Analyst Examples
Senior Quantitative Finance Analyst Job Description
- Understand US, mission partner, and adversary capabilities and assess potential threats to U.S. security
- Provide US Treasury and related sponsors with commercial and economic analysis of national interest areas, and methodologies to identify mitigation alternatives
- As an experienced quantitative analyst, you will be responsible for driving forward Wholesale loss forecasting model development work within AMG-QS
- Provide leadership in the development of new models, analytic processes or systems approaches
- Promote the adoption of GRA best practices for model development, implementation and monitoring
- Pro-actively work with AMG QS, Wholesale Risk Analytics, and the LOB to identify opportunities to improve existing models/processes
- Take ownership to deliver results and meet critical deadlines
- Application of analytical tools to extract and prepare forecast / back-testing data, assess data and model limitations and materiality on the forecast
- Conduct historical back-testing to prepare diagnostic overlays
- Propose judgmental overlays to address potential issues or business changes
- In depth understanding of financial mathematics including stochastic calculus and probability theory, derivative pricing and risk models including interest rates and credit risk modelling
- 5y work experience is required in quantitative modelling and/or validation in CVA/CCR or derivative pricing models
- Masters or PhD degree in Statistics, economics or Math
- Of relevant work experience OR MS Degree with 8-10 years of relevant work
- On complex model validation projects
- Strong familiarity with balance sheet management modeling and products is a must
Senior Quantitative Finance Analyst Job Description
- Present to senior management and examiners
- Cross functional support for model development and business stakeholders
- Identify risks and issues to effectively troubleshoot
- Over time, objectives will also include end-to-end model development and implementation, either by creating new models for variables demanded by downstream users, or through enhancement to existing models to improve conceptual soundness, performance, or address issues raised by Model Risk Management
- PhD degree in quantitative fields such as statistics, financial engineering, physics, mathematics, computer science
- Strong familiarity with liquidity risk and balance sheet management modeling and products is a must
- Highly numerical degree (up to MSc or PhD level) in Statistics, Financial Mathematics, Mathematics, Physics or Engineering
- Master’s degree in Financial Engineering, Statistics, Economics or related
- PhD or Master degree in quantitative fields such as mathematics, statistics, physics or equivalent
- In depth understanding of financial mathematics including stochastic calculus and probability theory, derivative pricing and risk models including interest rates and credit risk modeling
- MS or PhD in Mathematics, Statistics, Econometrics or other technical degree
- MS degree in Economics, Finance, Business Statistics or related field
Senior Quantitative Finance Analyst Job Description
- Advanced degree (Masters or Ph.D.) in a quantitative area such as Statistics, Mathematics, Econometrics, Computer Science, Physics, , 6+ years of working experience in the field
- Some experience with Capital markets and trading is a plus
- Applicants selected for this position will be subject to a government security investigation and must meet eligibility requirements for access to classified information or applicants who are eligible for security clearances
- Experience working in multi-disciplinary teams to solve complex problems
- Ability to bridge finance and international security domains
- Thrives in working with multi-disciplined teams on critical national security challenges
- PhD or Master degree in quantitative fields such as mathematics, statistics, physics, financial engineering or equivalent
- Strong knowledge of pricing/simulation models in asset classes is essential
- Industry experience in FVA/KVA/MVA models is a plus
- Master's degree or equivalent in Economics, Finance, or a related quantitative field
- Fixed Income experience a plus
- Bachelors degree in a quantitative field computer science, statistics, math with 3+ years of quantitative experience
Senior Quantitative Finance Analyst Job Description
- Ability to work in a highly controlled and audited environment
- Effective at prioritization, and time and project management
- Sees the broader picture and is able to identify new methods for doing things
- Strategic thinker that can understand complex business challenges and potential solutions
- Experience using data mining and other advanced analytical techniques to aggregate data for model development and/or to produce management reporting
- Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions
- Passion for adapting and developing new technology, tactics, and procedures for solving national challenges
- Competent in analytic writing and presentation to senior leaders
- Advanced degree in Finance or a related discipline
- Experience with U.S. Treasury, Commerce, or related federal entities
- Experience using Bloomberg or other financial market tools
- 15-20 years of international finance experience
Senior Quantitative Finance Analyst Job Description
- Knowledge of regulatory guidelines and stress testing including CCAR, DFAST
- Capability to provide leadership to junior quantitative analysts
- Strong stakeholder engagement skills with an ability to work with colleagues in other functions (business, risk and model validation)
- Organized, practical and execution focused with project management experience
- Self-motivated and Intellectually curious about both the role, supporting technologies and the wider bank
- Masters or PhD in a quantitative discipline (Economics, Statistics, Engineering)
- Experience with data analytics and visualization tools (e.g., Alteryx, Tableau, MicroStrategy)
- Identifies, assigns, and manages project tasks and timelines across teams
- Experience with engineering complex, multifaceted processes that span across teams
- Highly numerical degree (PhD level preferred, Masters required) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
- 7+ years of work experience in developing, documenting & maintaining Wholesale models
- Strong technical writing and clear verbal communication skills