What are the responsibilities and job description for the Quantitative Analyst position at LHH?
LHH Recruitment Solutions is seeking a Quantitative Analyst at our top tier banking client in Jersey City, NJ.
Job title: Quantitative Analyst
Job Summary
The candidate will work as a Business Analyst handling large datasets with a focus on data governance for historical market data and risk management capabilities enhancement. They will collaborate with various teams to support the implementation and testing of market risk models like VaR/S-VaR and ensure the accuracy of risk system requirements. The job is for someone who analyzes big sets of data to help manage risks in financial markets. They work with different teams to make sure that tools used to measure risks are working correctly.
- Analyst handling large date sets. Must have SQL and basic Python experience.
- Lead responsibilities for data governance of historical market data used in calculating Value at Risk VaR Stressed Value at Risk SVaR and other critical Market Risk metrics.
- Working closely with the Market Risk Methodology Line of Business Risk Managers and Technology teams.
- The candidate will work to enhance our overall risk management capabilities and provide support for the implementation testing and rollout of VaR/S-VaR market risk models.
- With a good working knowledge of market data infrastructure data flows and market risk models
- SQL, Python, Value at Risk (VaR), Stressed Value at Risk (SVaR), Market Risk Models
Related Job Titles: Quantitative Analyst, Risk Manager, Data Analyst
Skill Requirements
- Must-Have Requirements:
- Proficiency in SQL
- Experience with Python
- Knowledge of Value at Risk (VaR) and Stressed Value at Risk (SVaR)
- Understanding of Market Risk Models
- Ability to analyze and communicate quantitative risk implications
- Preferred Requirements:
- Advanced desktop technology skills such as Excel and PowerPoint
- Master's degree or equivalent experience in finance, economics, accounting, computer science, or quantitative disciplines.
Equal Opportunity Statement
Equal Opportunity Employer/Veterans/Disabled
To read our Candidate Privacy Information Statement, which explains how we will use your information, please navigate to https://www.lhh.com/us/en/candidate-privacy
The Company will consider qualified applicants with arrest and conviction records in accordance with federal, state, and local laws and/or security clearance requirements, including, as applicable:
• The California Fair Chance Act
• Los Angeles City Fair Chance Ordinance
• Los Angeles County Fair Chance Ordinance for Employers
• San Francisco Fair Chance Ordinance
Benefit offerings include medical, dental, vision, life insurance, short-term disability, additional voluntary benefits, EAP program, commuter benefits, and 401K plan. Our program provides employees the flexibility to choose the type of coverage that meets their individual needs.