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). The QAS group provides quantitative risk management services to clients across Banking & Capital Markets, Insurance, and Wealth & Asset Management sectors. The team develops, implements, tests, and validates analytic models for various applications.

Key Responsibilities

• Provide quantitative risk management services to identify, measure, manage, and monitor market, credit, operational, and liquidity risks, as well as asset-liability management, capital management, and other business activities for clients.
• Work on projects focused on the 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), Comprehensive Capital Analysis and Review (CCAR).
• Front office derivative pricing across various asset classes (e.g., 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) capabilities.
• Collaborate with a team on high-profile projects.
• Engage with clients.

Requirements & Tech Stack

• Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL.
• Ability to work collaboratively in a team environment, demonstrate inclusivity, and embrace diverse perspectives.
• Excellent presentation skills and ability to communicate complex concepts effectively to all audiences.
• Exhibits an agile and growth-oriented mindset.

Qualifications

• A strong academic record with a Master’s degree in Computational / Quantitative Finance, Mathematics, Physics, Engineering, Statistics, Economics, Computer Science or similar.
• Intellectual curiosity, ability to take initiative and drive execution.
• Advanced analytical and problem-solving skills within a dynamic and evolving business landscape.
• 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.
• Immigration sponsorship may be available.

What We Offer

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