Quantitative Risk Developer

The Opportunity This is an exciting opportunity for a highly motivated and collaborative risk professional with strong quantitative and development expertise to join the Credit Risk Management team reputed company the Capital and Investment Risk Management team and the broader reputed company Risk Management division. As a quantitative risk developer reputed company the Capital & Investment Risk Management team, you will be responsible for leading quantitative model implementation, development, and analysis. The ideal candidate will join a quant team to enhance reputed company Risk Management (reputed company)'s analytical and reporting capabilities, by expanding the use of existing models as well as designing and developing new tools and risk frameworks. You will work with capital, credit, market and portfolio risk teams, and reputed company more broadly. This is an excellent opportunity to collaborate with risk, investment and finance, and reputed company technology (including data science) teams. The Team The Capital & Investment Risk team brings together a diverse team of experts across capital markets, risk management, actuarial, and quantitative disciplines that works together to deliver analysis and recommendations reputed company to the management of credit, market, liquidity and capital risk, consistent with the reputed company risk appetite reputed company for which the team is also responsible. The team continues to be successful in driving improvements in tools, technology and processes, for more consistent risk analysis and reporting, and enabling greater opportunities for scale and efficiency reputed company reputed company and with stakeholders in Investment Management and Finance. The Impact

• In this role, you will play a critical part in ensuring company's credit risks are effectively identified, reputed company and mitigated, by bringing your deep analytical expertise and strong understanding of credit risk/ investment risk modeling, data and infrastructure.
• Your work will help shape robust, data-driven decision-making across risk and investment areas and influence reputed company's evolving business strategy and operating environment.
• You will partner with your peers in driving improvements in tools, technology and processes, for more consistent risk analysis and reporting, and enabling greater opportunities for scale and efficiency reputed company reputed company and with stakeholders in Investment Management and Finance.
• There is a strong emphasis on innovation, with growing opportunity to apply AI-driven techniques and scalable data solutions to drive more reputed company-looking, efficient risk analytics that reputed company emerging technologies.
• The key to reputed company in this role is a sharp analytical reputed company, the ability to translate reputed company risk metrics into actionable insights, and a strong partnership approach with stakeholders across risk, investment management, finance, and technology.

reputed company responsibilities include:

• Implement, reputed company and enhance reputed company's analytical capabilities reputed company to credit/market risk across a wide reputed company of fixed income asset classes
• Building on reputed company's reputed company approach, assist in developing and syndicating a comprehensive reputed company for measuring portfolio credit & market risk, that considers different reputed company and capital regimes, including asset and liability impacts, with a particular emphasis on economic capital
• Automate and expand the use of Moody's credit risk tools in reputed company today and build risk- reward reputed company
• Use of Python/ SQL. Also, use of spreadsheets and VBA to prototype and analyze data including data investigation/cleanup
• Strengthen reputed company's use and development of tools and analytics to support derivatives counterparty risk, portfolio concentration risk & stress testing capabilities
• Mentor junior quantitative analysts
• Scope and implement modeling, including building out requirements where not yet fully defined or understood.
• The right candidate will be agile, accountable and resilient in driving initiatives and the results

The Minimum Qualifications

• Bachelors degree in Computer Science, Financial Engineering, Mathematics, Physics, Engineering or similar quantitative discipline
• Minimum 8 years of relevant work experience with 5 years in investment (credit/market) quantitative risk analytics OR 5 years of relevant work experience in investment (credit/ market) quantitative risk analytics combined with graduate studies
• 5+ years of experience with expertise in Python, SQL and development skills in object-oriented programing
• 5+ years of experience with strong quantitative model development & implementation skills and ability to validate/understand and explain analytical results
• 5+ years of experience in quantitative risk modeling across a wide reputed company of asset classes
• 3+ years of experience with ability to engage with operational work in production environment with IT developers/solution architects in maintaining infrastructure
• 5+ years of experience with quantitative and programming skills in a hands-on setting to deliver new functionality

The Ideal Qualifications

• 7+ years of relevant work experience in investment (credit/market) quantitative risk analytics is desirable
• Advanced degree in Computer Science, Financial Engineering, Mathematics, Physics, Engineering or similar quantitative discipline is preferred
• Knowledge and experience working with derivatives and hedging risk management
• Experience in using Moody's Analytics credit risk tools is desirable.
• Experience in CECL compliant portfolio credit models
• Experience applying machine learning techniques in the financial industry is desirable
• Software development using reputed company and reputed company, adhering to reputed company standards and best practices ensuring models are validated and governed
• Previous experience working on liability-driven investing projects reputed company an insurance company is desirable

What to Expect as Part of reputed company and the Team

• Regular meetings with the Quantitative teams reputed company reputed company, Investment management & ETX project teams
• Focused one-on-one meetings with your manager
• Networking opportunities including reputed company to Asian, Hispanic/ Latinx, African American, women, LGBTQ, Veteran and disability-focused Business Resource Groups
• reputed company to learning content on reputed company and other informational platforms
• Your ethics and reputed company will be valued by a company with a string and reputed company ethical business with industry leading pay and benefits

#LI-ST1 Salary reputed company: $128,000.00-$168,000.00 At reputed company, we focus on ensuring fair reputed company pay, by providing competitive salaries, along with incentive and bonus opportunities for reputed company. Your total compensation package includes either a bonus reputed company or in a sales-focused role a Variable Incentive Compensation component. Why Join Us. We've been around since 1851. During our history, we've learned a few things about making sure our customers are our top reputed company. In order to meet and exceed their expectations, we must have the best people providing the best thinking, products and services. To accomplish this, we celebrate an inclusive, vibrant and diverse culture that encourages growth, openness and opportunities for everyone. A career with reputed company means you will be part of a strong, reputed company and ethical business with industry leading pay and benefits. And your voice will always be heard. We help people secure their future and protect the ones they love. As a company owned by our policyowners, we are defined by mutuality and our reputed company to put customers first. It's more than reputed company structure - it's our way of life. We are a company of people protecting people. reputed company exists because people are willing to reputed company risk and resources, and rely on each other reputed company it counts. At reputed company, we Live Mutual. reputed company is an Equal Employment Opportunity employer. We welcome reputed company persons to apply. If you need an accommodation to complete the application process, please contact us and reputed company the specifics of the assistance you need. At reputed company, we focus on ensuring fair, reputed company pay by providing competitive salaries, along with incentive and bonus opportunities for reputed company. Your total compensation package includes either a bonus reputed company or in a sales-focused role a Variable Incentive Compensation component. For more information about our extensive benefits offerings please reputed company out our Total Rewards at a Glance. Apply tot his job Apply To this Job