Quantitative Analyst Model Risk and Performance Analysis
Quantitative Analyst - Model Risk and Performance Analysis
Grab the opportunity to achieve your full potential! Eclaro is looking for a Quantitative Analyst - Model Risk and Performance Analysis for our client in New York, NY.
Eclaro’s client is one of the world's largest financial institutions, committed to providing the tools and services that bridge the gap between customers and their goals. If you’re up to the challenge, then take a chance at this rewarding opportunity!
- As part of the agency execution algorithm quant team, this role is responsible for managing the team's model risk management activities, serving in a leadership role as editor, advisor and primary risk management contact
- In addition, the analyst will also conduct quantitative research related to model and algorithm performance
- This mandate includes (but is not limited to) traditional TCA, empirical model performance and comparison analysis, and theoretical and empirical market impact modeling.
- Manage the preparation of model risk regulatory documents and associated analytical requirements
- Participate in the development of new internal risk policy requirements
- Conduct quantitative research in support of agency execution trading platforms covering equities, futures and options emphasizing model performance and TCA
- A PhD (desired) or Master's in a technical field
- 4 or more years of relevant experience
- Experience in Python, R and/or q (kdb)
- Experience in technical writing in a professional or refereed academic environment
- Superior written and verbal communication skills
- A detailed understanding of electronic trading and intra-day execution strategies
- The ability to analyze market (tick) and execution data, and produce commercially relevant empirical research
- Excellent interpersonal skills, the ability to manage conflicts,
- Experience writing and editing regulatory risk (SR11-7) documents
- Understanding of FRB model risk regulatory requirements and the development of associated internal policies
Interested in applying? Contact Charly Vie at firstname.lastname@example.org now.
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.