Quantitative Modeler-Financial Risk Consulting (No Travel)

  • Competitive
  • Newport Beach, CA, USA Newport Beach CA US
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 21 May 18 2018-05-21

A financial risk management Consulting firm in Newport Beach, CA is looking for Quantitative Risk Modelers with 1-3 years of risk experience: (Commercial Real Estate-Securitization, Derivative Pricing Models, Regulatory Risk Analytics, and Treasury and Liquidity Risk).

Responsibilities:

  • Work on interesting and challenging financial client’s engagements
  • Utilize proprietary models and software to deliver financial analysis
  • Using your specific market or modeling expertise, deliver reports to clients
  • Identify and communicate your analysis and results to clients and sr. engagement managers
  • Prepare formal reports and working papers
  • Work closely with: trading, risk, accounting and portfolio managers at major financial firms

Requirements:

  • 1-3 years of relevant financial markets experience in one of these areas:
  1. Commercial Real Estate-Collateral and Loan Level Analyst-Securitizations
  2. VaR Analysis and Derivative Pricing Models
  3. Regulatory Risk Requirements (DFAST, CCAR, BASEL)
  4. Treasury -Liquidity Risk Management
  • These roles require advanced oral and written communications skill
  • Candidates must have quantitative degrees (advanced degrees are preferred)
  • Candidates must have current programming skills in one or more languages (Python, R, MATLAB, SAS)
  • Candidates must have previous relevant work experience at a bank or with another financial risk consulting firm
  • The roles are based in Newport Beach, CA and there is NO TRAVEL REQUIREMENT

Key Words: Quantitative Modeler, Financial Risk Consulting, Liquidity Risk, Derivative Risk, VaR, Commercial Real Estate, CLO’s, Regulatory Risk, Risk Consultant

Refer to Job #23100 - and email MS Word attached resume to Jim Geiger, JEG@analyticrecruiting.com