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Quantitative Risk Management Specialist - SQL, Matlab, R, Python

Resiliency LLC
Jersey City, NJ
  • Expired: September 21, 2022. Applications are no longer accepted.

Principal Responsibilities:

Work with the team to build and maintain state of the practice quantitative risk management models and tools, including market risk, liquidity risk, and credit risk models.
Build prototypes of new models or model enhancements and work with technology teams to implement proposed models.
Knowledge and Skills Required:

Understanding of traded products, market conventions, as well as risk measurement for equities and/or fixed income products.
Working experience with market risk management models such as Value at Risk and financial time series models.
Ability to handle large set of data and data cleansing. Understanding and exposure to data science techniques such as regression, clustering, decision tree etc.
Ability to operate autonomously as well as being an effective member of a team.
Programming skills in SQL, Matlab or R, Python.

Resiliency LLC


Jersey City, NJ
07097 USA



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