Lead Associate Principal, Quantitative Risk Management - Remote

Overview

The Lead Associate Principal in Quantitative Risk Management is responsible for developing and implementing advanced models for pricing, margin risking, and stress testing of financial products and derivatives.

In Short

• Develop models for financial products and derivatives.
• Design and maintain model prototypes and libraries.
• Write and review documentation for models.
• Perform model performance testing and back-testing.
• Conduct quality assurance testing on the model library.
• Implement advanced mathematical and statistical predictive models.
• Develop quantitative software using Python, R, or MATLAB.
• Support the launch of new products.
• Collaborate with cross-functional departments.
• Up to 40% telecommuting permitted.

Requirements

• Master’s degree in a relevant field.
• Two years of experience in quantitative analytics.
• Experience with GARCH and Expected Shortfall models.
• Proficiency in statistical methods for model validation.
• Experience in developing software with Python, R, or MATLAB.
• Knowledge of SQL and data extraction pipelines.
• Experience with optimization algorithms.
• Strong communication skills.
• Ability to work collaboratively.
• Familiarity with model performance monitoring.

Benefits

• Hybrid work environment with remote work options.
• Tuition reimbursement for continued education.
• Student loan repayment assistance.
• Technology stipend for remote work setup.
• Generous PTO and parental leave.
• 401k employer match.
• Competitive health benefits.
• Discretionary bonuses based on performance.
• Supportive work-life balance initiatives.
• Equal opportunity employer commitment.