Quantitative Advisory Associate

About the Role

This role focuses on risk management, regulatory compliance, and data analytics within the Quantitative Advisory Services (QAS) group, a part of the company's Financial Services Organization (FSO). The QAS group provides comprehensive quantitative risk management services to clients across Banking & Capital Markets, Insurance, and Wealth & Asset Management sectors. The team specializes in projects involving the development, implementation, testing, and validation of analytic models for various applications, including:

• Risk management: Market risk, credit risk (counterparty, wholesale/retail), liquidity/treasury risk, operational risk, compliance risk (Financial Crime risk), climate risk.
• Regulatory capital analytics: Basel III / Fundamental Review of the Trading Book (FRTB), Comprehensive Capital Analysis and Review (CCAR).
• Front office derivative pricing across various asset classes (interest rate, foreign exchange, equity, credit, commodity, structured products).
• Banking book credit analytics: Loss forecasting, reserves/CECL, and Pre-Provision Net Revenue (PPNR).
• Balance sheet management.
• Wealth and asset management.

The QAS team also leverages advanced analytics applications, including Artificial Intelligence / Machine Learning (AI / ML) and Generative AI (GenAI). This is a collaborative and challenging specialist area where you will learn and grow.

Key Responsibilities

• Engage with clients and contribute to quantitative risk management services.
• Participate in projects focused on the development, implementation, testing, and validation of analytic models.
• Work collaboratively within a team on multiple high-profile projects.

Requirements & Tech Stack

• Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL.
• Experience with advanced analytics applications, featuring Artificial Intelligence / Machine Learning (AI / ML), including Generative AI (GenAI) capabilities.

Qualifications

• A strong academic record with a Master's degree in Computational / Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Economics, Computer Science, or a related field.
• 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. In certain circumstances, 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.