The client seeks a Senior Quant Risk Analyst experienced in Pricing and Risk Analytics to join their expanding team. The successful candidate will be responsible for developing, implementing, and maintaining pricing and risk analytical models. This role entails deep involvement in quantitative research, model design, back testing, portfolio risk analysis, and data cleansing. The analyst will design, develop, and maintain all pricing, risk, and market models, as well as infrastructure components.
Collaboration is crucial as the analyst will work closely with the IT division to support the production and rollout of new models and fixes. The role requires building automated ETL pipelines to facilitate the transition from research to live production. Moreover, proactive monitoring and support of the production landscape are necessary to address issues efficiently. The candidate should have strong experience in designing and developing quant analytical tools end-to-end, with proficient coding skills in Python.
Requirements for this position include a Master's or PhD degree in a highly quantitative field, such as Physics, Mathematics, or Financial Engineering, and a minimum of 10 years in a risk management environment with expertise in pricing and risk analytics. An excellent understanding of financial products, market risk, credit risk, and margin is expected. Experience with large datasets, tick data, order books, and market micro-structure is preferred. Additionally, the candidate must possess excellent communication skills to articulate complex concepts to non-technical stakeholders.