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 is an integral component of a broader team providing comprehensive quantitative risk management services to clients across Banking & Capital Markets, Insurance, and Wealth & Asset Management sectors.

The QAS team is dedicated to projects focused on the development, implementation, testing, and validation of analytic models for:

• Risk management (market risk, credit risk, counterparty credit risk, wholesale/retail risk, liquidity/treasury risk, operational risk, compliance risk, Financial Crime risk, climate risk).
• Regulatory capital analytics (Basel III / FRTB, CCAR).
• Front office derivative pricing across various asset classes.
• Banking book credit analytics (loss forecasting, reserves/CECL, PPNR).
• Balance sheet management.
• Wealth and asset management.

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

Key Responsibilities

• Engage with clients and contribute to high-profile projects.
• Identify, measure, manage, and monitor market, credit, operational, and liquidity risks.
• Oversee asset-liability management and capital management.
• Develop, implement, test, and validate analytic models.
• Utilize AI / ML and GenAI capabilities to deliver insights and solutions.

Requirements & Tech Stack

• Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL.
• Exhibits 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.
• Ability and willingness to travel and work in excess of standard hours when necessary.
• Potential for travel 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, 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 within a dynamic and evolving business landscape.

Perks & Benefits

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

Immigration sponsorship may be available.