Quantitative Risk Analyst – Pittsburgh, Pennsylvania, USA
Model Development – Credit Risk – Sequel – MATLAB – Data Analysis – Predictive Modeling
Up to $90,000 USD + full relocation + visa sponsorship
This premier bank is looking for a quantitative risk analyst to join its team in Pittsburgh. The position would be responsible for developing, maintaining and validating risk models across all risks (operational, credit, market, interest rate). These models will calculate VaR and economic capital and will consist of both statistical models as well as logistical/predictive models.
Location: Pittsburgh, Pennsylvania
- Assist in the development of models which measure risk across bank functions
- Validate these models, ensuring that these models use sound methodologies and justifiable parameters
- Ensure that model development, implementation, data input, documentation and maintenance use the best, compliant practices
- Master's degree required in a quantitative field such as Economics, Math, Physics or Statistics but PhDs preferred
- 2-3 years of experience if only Master's, fresh PhD also okay
- Experience/strong skills in Matlab, SAS, Sequel, R, C++, data analysis
In return they are offering:
- Exposure to all lines of risk such as Credit Risk, Market Risk, Operational Risk and Interest Rate Risk
- H1B sponsorship
- Full relocation provided
- Opportunity to develop your skill set, with exposure to model development and validation
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
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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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