Description

Support backtest and model performance monitoring (MPM) processes within the Quantitative Risk Management group.

Responsibilities

• Design, develop, and maintain backtest models.
• Assist with backtest reporting and diagnostics.
• Perform ad hoc model risk analyses.
• Support quantitative model development and performance assessment.

Required Skills

• 5+ years of professional experience.
• 3+ years of hands-on experience in quantitative models and research.
• Deep understanding of VaR, backtesting, and statistical applications.
• Proficiency in SQL and Python for data processing.
• Knowledge of financial markets, products, and risk management metrics.
• Master’s degree in a quantitative field (applied economics, econometrics, statistics, or financial engineering).
• Strong oral and written communication skills.

Key Skills

Education

Master’s degree