Quantitative Risk Resume Sample

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Santino Harris
562 Lelia Prairie,  Chicago, IL
+1 (555) 886 9457

Work Experience


Quantitative Risk Manager
08/2016 - PRESENT
Chicago, IL
  • Attract and retain the most talented and diverse internal audit team (Colleagues)
  • Target excellence in our performance and continuously review our innovative yet simple audit processes to maximize BIA efficiencies (Company)
  • Using our integrity and judgment, we audit the right things in the right way at the right time (Conduct)
  • Partner with clients to maximize the effectiveness of the Governance and Control Environment (Customer and Client)
  • Positively contribute to the Barclays Group Citizenship Plan (Citizenship)
  • A promising future as part of a strong and dynamic enterprise that is at home in several markets
  • A future with an employer who takes an interest in your long-term plans
  • Measure risks to earnings and capital inherent in the Company’s current position and business plans/forecast
Quantitative Risk Modeler
08/2009 - 02/2016
Phoenix, AZ
  • Involvement in critical internal risk management practices, and provision of data to both internal and external clients & Firm governing bodies
  • Opportunities to work with senior members of the Firm and a wide variety of groups across all areas of the Firm
  • Opportunities to work in a dynamic & highly creative teamwork environment
  • Analyze products in trading books in the context of FRTB
  • Identify gaps in existing risk models and develop new risk models to satisfy requirements of FRTB
  • Develop action plans for steps to be completed to fulfill requirements of FRTB
  • Undergraduate with a quantitative major (e.g., Engineering, Mathematics, Physics, Statistics)
  • Graduate with a quantitative or Finance major
Quantitative Risk Management Intern
02/2006 - 06/2009
Dallas, TX
  • Performing ad hoc analyses as requested by the Director of QRM and the Senior Quantitative Risk Modeler
  • Develop forecast models which can accurately predict losses in near term as well long term
  • Help in articulating Credit forecasting approach and results, through written and verbal communications, to senior executives, regulators and auditors
  • Implement a forecasting schedule and communication plan to meet relevant deadlines such as for collections production, strategic planning, annual budget & financial reporting
  • Exposure to industry leading financial pricing models, market data & market data calibration models, and risk & capital models for all financial products that the Firm transacts in
  • Exposure to challenging quantitative problems such as modelling risks for derivatives, large scale Monte-Carlo simulations across the firm and advanced approximation techniques for market risk measurements
  • Exposure to large volumes of data (a.k.a ‘Big Data’) and the tools & techniques to interact with, and determine meaningful interpretations of, such data (a.k.a ‘Data Science’)
  • Development of economic, financial product and market knowledge

Education


Doane University - Crete Campus
2002 - 2006
Master's Degree in Mathematics

Professional Skills


  • Strong mathematical skills, excellent analytic, problem solving, and troubleshooting skills
  • Proven programming experience to allow independent model replication. Excellent Excel and VBA skills are required, command of C++/Java/Python is helpful
  • Prior work experience in risk, finance or treasury environment requiring strong data analysis skills is beneficial
  • Skills in Excel/VBA and preferably good programming skills in languages like C++, Python or R
  • Comfort with technical and academic writing, and excellent verbal communication skills
  • MS in maths, physics or any quantitative field and possesses strong quantitative, analytical and problem solving skills
  • Excellent coding skills preferably in R/Matlab

How to write Quantitative Risk Resume

Quantitative Risk role is responsible for programming, financial, java, languages, advanced, analytical, quantitative, research, integration, reporting.
To write great resume for quantitative risk job, your resume must include:

  • Your contact information
  • Work experience
  • Education
  • Skill listing

Contact Information For Quantitative Risk Resume

The section contact information is important in your quantitative risk resume. The recruiter has to be able to contact you ASAP if they like to offer you the job. This is why you need to provide your:

  • First and last name
  • Email
  • Telephone number

Work Experience in Your Quantitative Risk Resume

The section work experience is an essential part of your quantitative risk resume. It’s the one thing the recruiter really cares about and pays the most attention to.
This section, however, is not just a list of your previous quantitative risk responsibilities. It's meant to present you as a wholesome candidate by showcasing your relevant accomplishments and should be tailored specifically to the particular quantitative risk position you're applying to. The work experience section should be the detailed summary of your latest 3 or 4 positions. Representative Quantitative Risk resume experience can include:

  • Five to eight years experience in quantitative analysis, development or validation of pricing models, trading, structuring, or risk management in a financial or academic institution
  • Expert C# .Net skills, Java development skills, Microsoft Excel/VBA, LINQ, XML, Visual Studio, .NET Framework
  • Good project management skills and a demonstrated ability to manage complex projects
  • Experience with, or keen interest to develop expertise in, programming skills with languages such as Java or C++
  • Excellent written and verbal communication skills with an ability to document and communicate complex ideas in a concise manner
  • Excellent interpersonal, analytical, verbal and written communication skills

Education on a Quantitative Risk Resume

Make sure to make education a priority on your quantitative risk resume. If you’ve been working for a few years and have a few solid positions to show, put your education after your quantitative risk experience. For example, if you have a Ph.D in Neuroscience and a Master's in the same sphere, just list your Ph.D. Besides the doctorate, Master’s degrees go next, followed by Bachelor’s and finally, Associate’s degree.

Additional details to include:

  • School you graduated from
  • Major/ minor
  • Year of graduation
  • Location of school
These are the four additional pieces of information you should mention when listing your education on your resume.

Professional Skills in Quantitative Risk Resume

When listing skills on your quantitative risk resume, remember always to be honest about your level of ability. Include the Skills section after experience. Present the most important skills in your resume, there's a list of typical quantitative risk skills:

  • Skills in Excel/VBA and preferably good programming skills in C++ or Python
  • Good organisational skills, ability to handle multiple priorities and meet deadlines
  • Good coding skills preferably in R or SAS
  • Excellent coding skills, preferably in R
  • Self-starter with knowledge of capital markets modelling, and experience in quantitative finance or financial model validation
  • Advanced quantitative skills with the ability and drive to examine evolving systems and methodologies with imperfect documentation

List of Typical Experience For a Quantitative Risk Resume

1

Experience For Quantitative Risk Manager Resume

  • Strong knowledge or/and experience in Commodities and specifically Power and/or Natural Gas, and well-trained in probability theory, stochastic processes, and PDE’s
  • Significant experience (2+ yrs.) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
  • Strong knowledge of pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.) is essential
  • Excellent analytical and organizational skills with acute attention to details
  • Strong analytical and organizational skills with acute attention to details
  • Proven experience in Excel/VBA and one or more of the following Matlab (preferably), R or other commonly used programming language
2

Experience For Manager, Quantitative Risk Management Resume

  • Advanced programming skills in R, Python, SQL or similar with an ability to implement complex algorithms in a timely fashion
  • Preference given to candidates with strong knowledge or experience in FX, and well-trained in probability theory, stochastic processes, and PDE’s
  • Extensive knowledge and prior experience with development tools like SVN, JIRA, TeamCity, Confluence, etc
  • Prior quantitative/research experience gained from working within investment banking/professional services/consulting industries required
  • Programming experience, e.g. Matlab/Python/VBA
  • Predictive risk modelling, quantitative modelling, time series modelling and pricing/derivative pricing experience required
  • Hands-on modeling experience in stress testing (DFAST, CCAR), capital planning, capital allocation, funding and liquidity
  • Experience using retrieving data from structured databased (SQL/Oracle)
3

Experience For Quantitative Risk Modeler Resume

  • Experience using retrieving data from structured databased (SQL/Oracle)
  • Good understanding of risk weighted asset (RWA) calculations for market risk using both internal models and standardized approaches
  • Support ensuing model validation efforts, and oversee model’s monitoring & maintenance over time
  • Work related experience in risk analytics/statistical modeling within the banking or financial industry
  • Solid understanding of derivatives pricing theory
  • Good general understanding and interest in (macro-) economic mechanisms and their influence on financial markets
  • Excellent understanding of fixed income markets as well as credit and equity derivatives
4

Experience For Quantitative Risk Developer Resume

  • Experience using C#, Java, VBA or Matlab
  • Excellent ability to solve real world business problems using quantitative and computational techniques
  • Strong understanding of fixed income markets as well as credit and equity derivatives
  • Experience is developing market risk analytics (VaR, FRTB, SIMM …) and stress tests framework under SR12-10
  • Strong mathematics background, including statistics
  • Demonstrable experience of working in a tier-1 investment manager or the wider capital markets
  • Work associated experience in a statistical modeling risk analytics position
5

Experience For Quantitative Risk Specialist Resume

  • 3+ experience with risk modeling, preferably within the financial services industry
  • Strong interest in quantitative finance and financial modelling
  • Technology orientation with extensive programming experience in SAS, Matlab, R and/or other statistical software suites
  • Good conceptual and analytical abilities
  • Strong knowledge of object oriented design and design patterns
  • Verify model assumptions, review data sources and mathematical formulas to evaluate new models prior to acceptance and use
  • Communicate the validation results to model users, appropriate governance committees, regulators and senior management
  • Experience of developing quantitative models, risk models, pricing models
  • Experience with machine learning, probability, stochastic calculus and optimisation required
6

Experience For Quantitative Risk Model Validation Mgr Resume

  • Strong academic record with Master’s or equivalent in Mathematics, Finance or a related quantitative discipline required
  • Demonstrated record of designing, estimating and implementing risk related statistical models
  • Validate and support risk management systems and reports
  • Direct experience in a quantitative role
  • Excellent ability to work under pressure, formulate and articulate solutions and defend assumptions
  • Excellent ability to communicate technical ideas to colleagues outside the domain
7

Experience For Quantitative Risk Analytics, VP Resume

  • Direct experience in a quantitative role
  • Nice to have: experience with Bloomberg’s DLIB models and Bloomberg’s MARS risk platform
  • Good knowledge of quantitative finance and risk, particularly in Private Banking
  • Oversee and assist less experienced analysts; act as mentor
  • Programming knowledge including R, Python, SQL and Excel/VBA
  • Working knowledge of computer programming and data manipulation
  • Providing independent quantitative risk measurement and process consulting for new or existing business activities in the Firm
  • Familiarity with market risk methodologies such as Value-at-risk, back-testing, derivative pricing, statistical analysis and stress testing is vital
  • Scientific problem solving using software tools
8

Experience For Senior Quantitative Risk Modeler Resume

  • Scientific problem solving using software tools
  • Statistical analysis and the handling of large volumes of data and analyzing for trends
  • Lead the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
  • Practical knowledge of mathematics and numerical algorithms, including statistics and time series analysis required
  • Display a firm, independent and “client-centric” voice advocating for appropriate levels of investment risk that are consistent with product objectives
  • Solve real world business problems using quantitative and computational techniques
  • Support IT teams and Portfolio Managers as the firms is implementing Bloomberg’s Multi-Asset Risk System (MARS) platform
9

Experience For Senior Quantitative Risk Manager Resume

  • In developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models
  • Broad grounding in computer systems and application development
  • Proficiency with statistical modeling software: SAS, Matlab
  • Plan, implement and manage testing tactics, policies and practices that guarantee the distribution of high quality applications
  • Sound knowledge of statistical and econometric methods and their application
  • Proficiency in use of statistical software (e.g. SAS, R, Stata, Matlab)
  • Deliver high quality results to set deadlines
  • Especially contribute to the CCAR-alignment of the Investment Bank’s credit portfolio macroeconomic stress models with emphasis on PD and LGD
10

Experience For Quantitative Risk Management Analyst Resume

  • Significant experience (7+ years) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
  • Preference given to candidates with strong knowledge or experience in other asset classes like Interest Rates, Credit and FX asset classes and well trained in probability theory, stochastic processes, and PDE’s
  • Coordinate the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
  • Significant experience (4+ yrs.) in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns’ distribution, volatility, correlations, etc.)
  • Adhere to and ensure the company’s model risk management policies, procedures and regulatory requirements

List of Typical Skills For a Quantitative Risk Resume

1

Skills For Quantitative Risk Manager Resume

  • Demonstrated hands-on experience in capital loss and stress testing
  • Advanced Quantitative Financial Modeling skills
  • Specialized knowledge in financial modeling and analysis. Strong knowledge of developing reporting tools in Excel. Understanding of VBA/SQL
  • Experience of working with a variety of modelling types such as neural networks
  • Experience with high-level programming language, and knowledge of statistical modelling
  • Experience in modeling approaches such as generalized linear modeling, survival analysis, time series analysis, etc
  • Experience in developing models (design and implementation) for pricing or risk management of derivatives,
2

Skills For Manager, Quantitative Risk Management Resume

  • Experience in developing the type of risk models used by clearing houses and market risk teams
  • Experience with modern OO libraries, implementing pricing or risk frameworks
  • Excellent knowledge of quantitative risk management methodologies including VaR and stress testing
  • Experience with high-level programming language, and knowledge of statistical modelling software (e.g., MatLab, SAS, or R)
  • Ability and interest in learning new systems and software environments, as required by model validation projects
  • Risk management and modeling experience in public asset classes (equity, fixed income)
  • Experience modeling risks of private assets would be desirable
  • Proven self starter and creative thinker with track record of delivering sound quantitative risk solutions
3

Skills For Quantitative Risk Modeler Resume

  • Strong knowledge of investment risk principles and risk methodologies; thorough understanding of market risk, credit risk, liquidity risk
  • Experience with trading systems such as Murex would be an advantage
  • Conduct critical validations and reviews of pricing models and risk models
  • Experience in developing Risk Management models for Commodities (e.g. Historical VaR, Monte Carlo, Multi-Factor, SPAN, etc.)
  • 1+ experience with modeling, preferably within the financial services industry
  • Experience in big data and machine learning techniques
  • Experience in writing model documentation and technical presentations
  • Experience with code versioning systems such as SVN or Git
  • Excellent learning and fast career development opportunities both inside and outside of Croatia
4

Skills For Quantitative Risk Developer Resume

  • Quantitative Modeling experience with major banks Treasury, Capital Markets or Market Risk teams
  • Quantitative modelling experience
  • Experience in a associated role in the industry is required
  • At least one year of risk management experience obtained in a financial institution or other comparable environment
  • Experience in a related role within a top-tier financial institution
  • Experience with RiskManager and Murex systems would be an advantage
  • Experience in a related role within a top-tier financial institution or equivalent work in a graduate program
  • Experience to develop statistical models, and incrementally improve the accuracy of results
5

Skills For Quantitative Risk Specialist Resume

  • Testing frameworks (back-testing, stress testing, unit and regression testing)
  • Understanding of options and other derivative products
  • Understanding of quantitative tools and techniques to measure and analyze risks
  • Understanding of model-risk management principles, such as described in SR 11-7
  • Programming languages such as C++/C#, R, VBA and SQL are essential
6

Skills For Quantitative Risk Model Validation Mgr Resume

  • Bring innovation to the Risk Methodology Group
  • Develop a framework for the business as usual stress testing and reporting process, in addition to the regulatory ICAAP reporting requirements
  • Perform functional testing of these analytics (statistical analysis, back-testing, stress testing)
  • Use the tools, processes and practices for forecasting business trends and providing forecasts that drive business decisions and business planning
  • Provide an independent view on model reliability, stability, and robustness including back-testing and benchmarking with internal and external data
  • Support the analytics once in production (ongoing monitoring, configuration control, operations support, clients queries)
  • Knowledge of Risk management and modeling principles , both market and credit
  • Master or Doctorate in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline
7

Skills For Quantitative Risk Analytics, VP Resume

  • Probability theory (including stochastic processes)
  • Numerical methods (interpolation, integration, regression, root-finding, optimization, linear algebra, Monte-Carlo)
  • Curiosity and a thirst for innovation (e.g. big data, machine learning)
  • Advanced knowledge of statistical or analytical modeling language such as SAS, R, Matlab, Stata, or S+
  • In-depth understanding of multivariate statistics
  • Ensure quality by following established standards and procedures
  • A Master's or PhD in a quantitative discipline (e.g. Mathematics, Statistics, Econometrics, Financial Engineering, Physics)
  • Models (calibration, simulation, pricing, sensitivities, Value-at-Risk, liquidity, regulatory capital)
  • Support the developers in charge of transferring the model to the production engine (C++) and review their implementation
8

Skills For Senior Quantitative Risk Modeler Resume

  • Support the quant team’s efforts in deployment, testing and continuous improvement of these models within the Production Infrastructure of CME
  • IT flair and programming knowledge
  • Opportunity to work with the international team in one of world’s biggest consulting organization
  • Hands on Programming (SQL, SAS, Matlab, VBA)
  • Advanced knowledge of capital markets products and hedging applications
  • Provision of tools and analyses to support improved risk based decision making across the Group
  • Collaboration with teams in Risk, Finance and Treasury to develop solutions for risk measurement and stress testing
9

Skills For Senior Quantitative Risk Manager Resume

  • Enhancement of the overall modelling framework, toolsets and environment
  • Documentation, communication and presentation of complex modelling concepts to a wide range of senior managers across the group
  • Can-do attitude with willingness to explore new areas and ability to apply technical knowledge to specific situations is essential
  • Work with and analyse large complex datasets
  • Familiarity with data analysis, especially with large datasets
  • Competence in R, Matlab and/or Python
  • The ability to work with and process unstructured data and be able to present your findings and ideas to stakeholder
10

Skills For Quantitative Risk Management Analyst Resume

  • The ability to explain technical topics clearly and intuitively, both written and orally
  • Understanding of techniques, roles, and responsibilities in providing technical or business guidance to clients, both internal and external; ability to apply this knowledge appropriately to diverse situations
  • Knowledge of derivative pricing models
  • Partnership mentality with respect to the RBC enterprise
  • A Ph.D. would be an advantage

List of Typical Responsibilities For a Quantitative Risk Resume

1

Responsibilities For Quantitative Risk Manager Resume

  • Strong communication skills with the ability to handle and prioritize several tasks simultaneously
  • Good communication skills and the ability to manage a team
  • Deep computer skills (Office, VBA, Bloomberg, SQL)
  • Strong knowledge or/and experience in Commodities, and well-trained in probability theory, stochastic processes, and PDE’s
  • Some experience or strong interest in the financial services industry, preferably in risk management
  • A detail-orientated outlook with an ability to effectively challenge in a constructive manner
  • Prepare model validation reports that clearly document the validation results with recommended use for the model and all model limitations
2

Responsibilities For Manager, Quantitative Risk Management Resume

  • Progressive experience in econometric/statistical modeling of credit risk within a Commercial bank or a Risk consulting firm
  • Validate and support quantitative models and methodologies
  • Experience required in third party Risk systems such as Risk Metrics, UBS Delta. APT is desirable
  • Strong knowledge of Fixed-Income securities. Knowledge of private credit market would also be desirable
  • Experience with the application of regulatory requirements for Model Risk
  • Work on various ad hoc Quantitative, modeling, and programming assignments using SAS, Matlab, R and SQL
  • Develop, refine and implement statistical or stress risk models for individual risk types, as well as methodologies to aggregate risks
  • Experience with applied statistical techniques: linear and non-linear regression, time series forecasting, panel data analysis, optimization, data mining and survival analysis; hands-on experience in SAS, R, Matlab or similar software
3

Responsibilities For Quantitative Risk Modeler Resume

  • Articulate complex theories, concepts, methodology and findings, OR 1-2 years’ experience with Scorecards and Economic Capital models for Mortgage and Home Equity portfolio
  • Strong analytical skills required to understand quantitative models, and to translate that understanding into sustainable library design, code development and integration into IT’s systems
  • Back the development and execution of quantitative models around areas including but not limited to stress testing, ALM, loan and security valuation, consumer deposit behavior, and risk advisory services
  • Guarantee timely completion of project milestones and client deliverables are met using the highest standards
  • Confirm correct model implementation and appropriate model use
  • Monitor model performance, review model changes and document model governance decisions to comply with model policy
  • Partner effectively with all model stakeholders to understand potential business drivers of model variance and to ensure optimal outcomes for the model validation process
  • One to three years of experience with evidence of progressively significant responsibility in market risk, Asset/Liability management (ALM), credit risk or financial modeling within the financial services industry
4

Responsibilities For Quantitative Risk Developer Resume

  • Demonstrated ability to analyze and interpret complex statistical and financial data
  • Proficiency in using models, developing forecasts and mining data from a variety of systems and applications such as SPSS, SAS, MATLAB, Excel/VBA, MS Access, and SQL
  • Effective interaction with all levels of management and staff as well as external entities (e.g. regulators, auditors and vendors)
  • Persuasive and diplomatic communication, both verbal and written, of facts and conclusions related to complex analytical results and issues
  • Development of quantitative models for the measurement of market, counterparty credit, liquidity, pension and operational risks
  • Support the roll-out, governance and audit of financial risk models and toolsets
  • Knowledge of some or all of the following topics: financial risk factor modelling, OpRisk modelling, liquidity stress testing, timeseries analysis, VaR, capital modelling, stress testing
5

Responsibilities For Quantitative Risk Specialist Resume

  • Enhancing and managing MRCQ processes quantifying market risk and capital measurements to explain and publish measurements for a large, diverse set of financial products covering the Firm in aggregate
  • This involves designing, developing & maintaining productivity and feature enumeration tools to interpret MRCQ’s risk and capital metrics, at varying levels of aggregation across the Firm, in order to ensure the Firm’s risk and capital measures continue to operate in line with intent
  • Understanding financial pricing & risk models including analysing pricing, risk and capital model outputs to evaluate, explain and justify measure appropriateness or new features in the Firm’s risk profile
  • Automation engineering to increase control, reduce operational risks & costs and enhance the Firm’s measurement timeliness & availability for self-awareness of significant market risks
  • Designing, developing and maintaining controls ensuring completeness and accuracy of measures
6

Responsibilities For Quantitative Risk Model Validation Mgr Resume

  • Testing, developing & integrating process flows and documentation for new quantitative measures
  • Interacting with groups such as market risk modellers, technology, trading & investing businesses and product controllers to understand & explain the results of calculations
  • Interacting with firm internal governing bodies such as Risk Committees and executive members of the firm
  • Interacting with firm external governing bodies such as external regulators and industry bodies
  • Knowledge of Equities, Fixed Income, Currencies, Derivatives, Funds and other financial products required
  • Keen interest to develop expertise in, financial markets, economics and relationship to market risk and capital measurements
  • Knowledge of R, Python, Matlab required
  • Familiarity with Analytics – risk, market, credit risk, customer behaviour – required
7

Responsibilities For Quantitative Risk Analytics, VP Resume

  • Entrepreneurial, creative, self-motivated and team-orientated
  • Develop risk models for new Rates, FX, Equity derivatives, and Credit
  • Maintain, update and back-test risk models
  • Support the development and execution of quantitative models around areas including but not limited to stress testing, ALM, loan and security valuation, consumer deposit behavior, and risk advisory services
  • Develop a collaborative partnership with our investment, product management and distribution teams
8

Responsibilities For Senior Quantitative Risk Modeler Resume

  • Deliver demonstrable improvements to our investment processes, and investment risk insights to our portfolio management teams
  • Increase the consistency and sophistication of the risk management process
  • Articulate potential future risks, particularly those that are unprecedented but plausible
  • Provide thought leadership on empirical methods and risk measurement techniques
  • Explain the key risk exposures that drive investment performance for our products and those of our competitors
9

Responsibilities For Senior Quantitative Risk Manager Resume

  • Partner with our Legal, Compliance, Operations and Technology teams on broader firm initiatives such as those related to our data infrastructure or to regulatory reform
  • Demonstrated understanding of the statistical and theoretical issues surrounding the joint measurement and estimation of volatilities, correlations, tail risks and marginal/component analysis of variance
  • Advanced knowledge of the fixed income markets and their associated derivative instruments; this includes cash bonds, local currency debt, credit default swaps, currencies, and options on rates, currencies and variance
  • Support implementation and development of quantitative solutions for risk management
  • Investigate and manage large data sets
  • Work under pressure, formulate and articulate solutions and defend assumptions
  • Communicate technical ideas to colleagues outside the domain
  • Work directly with the head of Portfolio Risk to build, enhance and update quantitative models and Monte Carlo simulation engines used to price, monitor, analyze, stress and forecast risk in the firm’s portfolio of cross-asset derivative trades and hedges (commodity, equity, FX, interest rate and hybrid securities
  • Provide quantitative analysis of the firm’s portfolio of cross asset derivatives trades and hedges
10

Responsibilities For Quantitative Risk Management Analyst Resume

  • Manage the daily, monthly and quarterly generation of portfolio risk and risk analytics reports
  • Work directly with Portfolio Managers to identify and analyze global macro trades
  • Integrate/Migrate VaR into Global Framework
  • Develop Risk Analytics platform
  • Excellent financial sector experience, preferably in a risk management or modelling role in an investment or large commercial bank, an industry association or hedge fund
  • Stake holder management and the ability to influence in a cross border environment
  • Facilitate the delivery of each model’s business objective(s)

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