Quantitative Advisory Associate

About the Role

This role focuses on risk management, regulatory compliance, and data analytics within the Quantitative Advisory Services (QAS) group of the Financial Services Organization (FSO).

Key Responsibilities

• Provide comprehensive quantitative risk management services to clients across Banking & Capital Markets, Insurance, and Wealth & Asset Management sectors.
• Identify, measure, manage, and monitor market, credit, operational, and liquidity risks.
• Support asset-liability management, capital management, and other client business activities.
• Focus on development, implementation, testing, and validation of analytic models for:
• Risk management: market risk, credit risk (including counterparty credit risk, wholesale / retail), liquidity / treasury risk, operational risk, compliance risk (including Financial Crime risk), climate risk.
• Regulatory capital analytics: Basel III / Fundamental Review of the Trading Book (FRTB), and Comprehensive Capital Analysis and Review (CCAR).
• Front office derivative pricing across various asset classes (interest rate, foreign exchange, equity, credit, commodity, and structured products).
• Banking book credit analytics: loss forecasting, reserves/CECL, and PPNR (Pre-Provision Net Revenue).
• Balance sheet management.
• Wealth and asset management.
• Leverage advanced analytics applications, including Artificial Intelligence / Machine Learning (AI / ML) and Generative AI (GenAI).
• Collaborate within a team environment on high-profile projects.
• Engage with clients and drive execution.

Requirements & Tech Stack

• Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL.

Qualifications

• A strong academic record with a Master’s degree in Computational / Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Economics, or Computer Science.
• The ability to work collaboratively in a team environment, demonstrate inclusivity, and embrace diverse perspectives.
• Excellent presentation skills and the ability to communicate complex concepts effectively to all audiences.
• Intellectual curiosity, the ability to take initiative and drive execution, with advanced analytical and problem-solving skills.
• An agile and growth-oriented mindset.
• Access to reliable transportation to/from the company office and client sites. A driver’s license is strongly recommended.
• The ability and willingness to travel and work in excess of standard hours when necessary. Travel may be required beyond your work location based on client and project needs.
• Immigration sponsorship may be available.

What We Offer

• Health benefits.
• 401(k) plan.
• Paid time off.