Quantitative Risk Associate Director

Quantitative Risk Associate Director

Our client, a leading financial institution, is seeking a Quantitative Risk Associate Director to join their dynamic team in Dallas, Washington D.C., Jersey City, Boston or Tampa.

Salary: Up to $185,000 base with a 40% annual bonus potential

Key Responsibilities:

Design, develop, test, and maintain in-house fixed income risk models and tools

Conduct quantitative research and analysis for model development and performance monitoring

Support other business units with quantitative risk analysis

Build and maintain model prototypes

Facilitate model risk management activities and coordinate with Risk Technology team

Maintain key data sources for model development and analyses

Must-Haves:

Master's degree in a quantitative discipline

5+ years of experience in financial market risk management and quantitative modeling from Financial Services or Banking

Solid advanced mathematics and statistics knowledge

Fluency in at least one high-level programming language (Python, C++, Java, etc.)

Experience modeling fixed income, including treasury or mortgage securities

Excellent analytical and problem-solving skills

Strong communication skills, both oral and written

Preferred Qualifications:

Familiarity with SQL

Experience with model risk management practices

Knowledge of financial regulations related to risk management

This role offers a competitive salary of up to $185,000 with a 40% annual bonus potential, based on experience. It includes a hybrid work arrangement requiring 3 days per week on-site. Join a forward-thinking team and contribute to cutting-edge risk management solutions in a collaborative environment.

Locations: Dallas, Washington D.C., Jersey City, or Tampa

Requirements

Master's degree in a quantitative discipline

5+ years of experience in financial market risk management and quantitative modeling from Financial Services or Banking

Solid advanced mathematics and statistics knowledge

Fluency in at least one high-level programming language (Python, C++, Java, etc.)

Experience modeling fixed income, including treasury or mortgage securities

Excellent analytical and problem-solving skills

Strong communication skills, both oral and written

Benefits

Paid time off

Medical, dental, vision insurance

Life insurance

401k

Qualification

Master's Degree