Responsibilities
- Design, calibrate, implement, and evaluate quantitative risk models, stress tests, back-tests, and scenario analyses to ensure stability under adverse market conditions
- Produce clear and structured documentation outlining model specifications, methodologies, behaviors, and test outcomes
- Work closely with internal teams including Financial Risk Management and Operations to support risk oversight and operational integrity
- Provide expert guidance to leadership on identifying and measuring risks, and recommend best practices aligned with standards across clearinghouses and financial markets
Requirements
- At least one year of professional experience in financial markets, specifically in quantitative risk or trading, ideally within banking institutions
- Solid foundation in quantitative methods and modeling techniques
- Comprehensive understanding of financial instruments ranging from fixed income to cryptocurrencies, with in-depth knowledge of derivatives
- Proven experience working with databases and programming languages such as Python, Matlab, and VBS
- Strong analytical abilities, critical thinking, precision in detail, and effective problem-solving skills
- Fluency in English and Spanish, both written and spoken, with the ability to communicate complex ideas clearly to diverse audiences
Nice to Have
- Master’s or doctoral degree in a quantitative discipline, with preference for financial mathematics
- Familiarity with interest rate swap (IRS) products is a plus
