Quantitative Advisory Associate

Role Overview

This role focuses on risk management, regulatory compliance, and data analytics.

Key Responsibilities

• Operate as an integral component of the Quantitative Advisory Services (QAS) group within the Financial Services Organization (FSO).
• 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, asset-liability management, capital management, and other client business activities.
• Engage in projects focused on the development, implementation, testing, validation, and other quantitative services of analytic models.
• Utilize models for:
• Risk management including market risk, credit risk (counterparty credit risk, wholesale / retail), liquidity / treasury risk, operational risk, compliance risk (Financial Crime risk), and climate risk.
• Regulatory capital analytics including Basel III / Fundamental Review of the Trading Book (FRTB), and Comprehensive Capital Analysis and Review (CCAR).
• Front office derivative pricing across various asset classes (e.g., interest rate, foreign exchange, equity, credit, commodity, structured products).
• Banking book credit analytics, including loss forecasting, reserves/CECL, and PPNR (Pre-Provision Net Revenue).
• Balance sheet management.
• Wealth and asset management.
• Leverage advanced analytics applications featuring Artificial Intelligence / Machine Learning (AI / ML), including Generative AI (GenAI).
• Work collaboratively on multiple high-profile projects.
• Engage with clients and drive execution.

Requirements & Tech Stack

• Ability to program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL.
• Access to reliable transportation to/from the company office and client sites. A driver’s license is strongly recommended.
• 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.

Qualifications

• A strong academic record with a Master’s degree in Computational / Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Economics, Computer Science, etc.
• 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 within a dynamic and evolving business landscape.
• Exhibits an agile and growth-oriented mindset.
• Immigration sponsorship may be available.

Perks & Benefits

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