Quantitative Risk Analyst – Baltimore, Maryland, USA
Statistical Modeling – Insurance – Derivatives Pricing – Asset Liability Management
Up to $250,000 (USD) + Full relocation
This top financial services company is looking for Quantitative Risk Analysts with all levels of experience, starting from 3 years. The role has a large scope for research in addition to modeling, with exposure to models across various asset classes – equities, FI, derivatives, FX.
Location: Baltimore, Maryland
- Drive annuity hedging strategies across a range of risks
- Develop derivative pricing add ins for strategy testing models
- Monitor hedging models and structure new hedges for capital markets instruments and risks
- Masters required in STEM field, PhDs preferred
- Between 3-15 years of experience working with insurance, investment products and/or risk management
- Proficiency om C++, data mining and/or machine learning
- Experience in Actuary, Accounting a plus
In return they are offering:
- Exposure as an authority on quantitative development in a top financial institution
- H1B sponsorship
- Full relocation provided
- Opportunity to develop your skill set, with exposure to data science, statistical modeling and research
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured.
APPLY | mailto:email@example.com firstname.lastname@example.org
VISIT US | http://www.gqrgm.com/ www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from well-qualified persons. Utmost confidentiality and discretion is assured.
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GQR Global Markets
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