CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Quantitative Finance experienced individual required who possesses strong analytical skills to include Excel, VBA and preferably Python knowledge.
Positioned within a global analytics risk business, the function has responsibility for model design and management of broad classes of financial and operational risk. They are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance. This is a role responsible for supporting a robust development and maintenance of collateral risk models and methodologies.
Joining a team of impressive Quantitative Analysts you will have the following key responsibilities: * Build, assess and validate performance of risk models using real world data * Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation * Identify areas for improvements, automation and enhanced controls * Document enhancements in accordance with the on-shore standards * Participate in ad hoc projects * Articulate our modeling approach to internal and external stakeholders in a non-technical language * Assist in the on-going application of the models in a business-as-usual risk management framework.
Requirements: * Relevant and transferable experience in roles involving quantitative finance * Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finance or related disciplines * Strong analytical skills, good understanding of statistics, linear algebra, analysis * Excel and VBA skills are a pre-requisite, experience in Python is highly valued * Basics of risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps) * Professional qualifications such as FRM/PRM/CFA Levels are a plus * Competent in the production of information, and the ability to process and analyse large data * Open personality and effective written and oral communication skills in English * Ability to work in a diverse international team