Quantitative Risk Analyst - Finance Engineer

Job Title: Quant Finance Engineer

Location: Pasadena, California

Work Model: Contract

Focus Area: Market Risk with experience of Derivatives Products Valuation (Counterparty Credit Risk / CVA / XVA )

The Quantitative Risk Analyst team safeguards the firm’s investment decisions by measuring, analyzing, and forecasting portfolio risk using advanced quantitative models and technology. Team members are experienced quantitative professionals who work collaboratively with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy and strengthen portfolio analytics. Joining this team offers the opportunity to work with sophisticated models, influence firm-wide risk decisions, and grow within a highly analytical, collaborative environment.

How You Will Add Value

• You will analyze and report portfolio risk using quantitative techniques.
• You will build models to assess risk exposures and portfolio impact.
• You will maintain and enhance existing risk methodologies.
• You will improve risk analysis tools for accuracy and efficiency.
• You will collaborate with risk managers and portfolio managers.
• You will support cross-functional initiatives with quantitative insights.
• You will communicate risk findings clearly to senior stakeholders.

What Will Help You Be Successful in This Role

• 5 years of quantitative model development and validation experience.
• Background working within financial markets.

Education & Certifications

• Master’s degree in a quantitative discipline, such as Finance or Financial Engineering.
• Doctorate in a quantitative field preferred.

Technical Skills

• Expertise in fixed income analytics, including Mortgage-Backed Securities and structured products.
• Strong understanding of Monte Carlo simulation and time-series modeling.
• Advanced programming skills in Python and Visual Basic for Applications.
• Experience with industry platforms such as Aladdin, Bloomberg, or YieldBook.