Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Market Risk Analytics Manager
Columbus, OH · On-site +1
Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Lead solution backtesting exercises across key stakeholder domains (e.g., Fair Lending), validate model performance against historical data, identify analytical gaps and proactively surface critical ...
Backtesting information
See Columbus, OH salary details
$40.6K - $50.1K
1% of jobs
$50.1K - $59.5K
2% of jobs
$59.5K - $69K
4% of jobs
$69K - $78.5K
13% of jobs
$80.9K is the 25th percentile. Wages below this are outliers.
$78.5K - $88K
18% of jobs
The median wage is $95.1K / yr.
$88K - $97.5K
15% of jobs
$97.5K - $107K
15% of jobs
$111.5K is the 75th percentile. Wages above this are outliers.
$107K - $116.4K
13% of jobs
$116.4K - $125.9K
9% of jobs
$125.9K - $135.4K
5% of jobs
$135.4K - $144.9K
4% of jobs
$40.6K
$98.9K
$144.9K
How much do backtesting jobs pay per year?
As of Jun 8, 2026, the average yearly pay for backtesting in Columbus, OH is $98,945.00, according to ZipRecruiter salary data. Most workers in this role earn between $80,700.00 and $114,900.00 per year, depending on experience, location, and employer.
What are the key skills and qualifications needed to thrive as a Backtesting Analyst, and why are they important?
To thrive as a Backtesting Analyst, you need a strong background in quantitative analysis, statistics, programming (typically in Python or R), and familiarity with financial markets, usually supported by a degree in mathematics, finance, or a related field. Proficiency with backtesting platforms (such as QuantConnect or Zipline), data analysis tools, and version control systems like Git is often required. Attention to detail, critical thinking, and strong problem-solving abilities are key soft skills that help ensure robust model evaluation and development. These skills are vital for accurately assessing trading strategies and minimizing risk in real-world financial applications.
What is backtesting?
Backtesting is the process of evaluating a trading strategy or investment model by applying it to historical market data. This helps traders and analysts see how the strategy would have performed in the past, which can provide insights into its potential effectiveness and risks. While backtesting can help identify strengths and weaknesses, it's important to remember that past performance is not always indicative of future results. The reliability of backtesting depends on data quality, strategy design, and how well it simulates real trading conditions.
What are some common challenges faced when backtesting trading strategies, and how can they be managed?
One common challenge in backtesting trading strategies is the risk of overfitting, where a model performs exceptionally well on historical data but fails in live markets. Data quality and availability can also pose issues, as incomplete or inaccurate data may skew results. To manage these challenges, it's important to use out-of-sample testing, robust data cleaning processes, and to validate strategies on multiple datasets. Collaborating with quantitative analysts and developers can also help ensure the backtesting process is thorough and reliable.
What is the difference between Backtesting vs Quantitative Analyst?
| Aspect | Backtesting | Quantitative Analyst |
|---|---|---|
| Primary Role | Testing trading strategies using historical data | Developing and implementing quantitative models for investment decisions |
| Required Skills | Data analysis, programming, finance knowledge | Mathematics, programming, financial theory |
| Work Environment | Trading firms, hedge funds, financial institutions | Asset management firms, hedge funds, banks |
| Certifications | Often none required, but CFA or CQF helpful | CFA, CQF, or advanced degrees common |
Backtesting focuses on evaluating trading strategies with historical data, while a Quantitative Analyst develops models to inform investment decisions. Both roles require strong analytical skills and finance knowledge but differ in scope and responsibilities.
What are popular job titles related to Backtesting jobs in Columbus, OH? For Backtesting jobs in Columbus, OH, the most frequently searched job titles are:
What job categories do people searching Backtesting jobs in Columbus, OH look for? The top searched job categories for Backtesting jobs in Columbus, OH are:
Full-time
Posted 12 days ago
Huntington National Bank rating
8.1
Based on 162 frontline employees who took The Breakroom Quiz
46th of 141 rated banks
Job description
Description
You must be located within the Huntington Bank footprint.
Huntington is seeking a Market Risk Specialist Sr to join our corporate Capital Markets Risk Management team. This individual will participate in all aspects of market and counterparty risk measurement and reporting, including internal and regulatory risk reporting, stress testing, and model ongoing monitoring in a team-oriented working environment.
Job Responsibilities:
You must be located within the Huntington Bank footprint.
Basic Qualifications:
Preferred Qualifications:
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington Bank will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington Bank colleagues, directly or indirectly, will be considered Huntington Bank property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
You must be located within the Huntington Bank footprint.
Huntington is seeking a Market Risk Specialist Sr to join our corporate Capital Markets Risk Management team. This individual will participate in all aspects of market and counterparty risk measurement and reporting, including internal and regulatory risk reporting, stress testing, and model ongoing monitoring in a team-oriented working environment.
Job Responsibilities:
- Production and analysis of daily market and counterparty risk reports, including risk factor and trend analysis, position management, internal and regulatory risk reporting, backtesting and stress testing
- Effective mastery of derivative pricing and risk engines to manage and debug systems and communicate risk results to stakeholders
- Implementation, execution and documentation of ongoing monitoring framework and results in alignment with supervisory and model risk management expectations
- Ongoing operation of our risk analytical system, including data preparation, change management, research and analysis in order to adequately measure market and counterparty risks in FX, commodity, interest rate derivative, fixed income, securitized product, and term loan portfolios
You must be located within the Huntington Bank footprint.
Basic Qualifications:
- Master's Degree
- 5+ years of experience in risk analytics or quantitative modeling
Preferred Qualifications:
- Direct market or counterparty risk modeling experience preferred
- Experience with securitized products or corporate loans preferred
- CFA or FRM designation
- Knowledge of US regulatory market and counterparty risk management frameworks
- Experience in a regulated financial institution
- Ability to communicate effectively
Exempt Status: (Yes = not eligible for overtime pay) (No = eligible for overtime pay)
Yes
Workplace Type:
Office
Our Approach to Office Workplace Type
Certain positions outside our branch network may be eligible for a flexible work arrangement. We're combining the best of both worlds: in-office and work from home. Our approach enables our teams to deepen connections, maintain a strong community, and do their best work. Remote roles will also have the opportunity to come together in our offices for moments that matter. Specific work arrangements will be provided by the hiring team.
Huntington is an Equal Opportunity Employer.
Tobacco-Free Hiring Practice: Visit Huntington's Career Web Site for more details.
Note to Agency Recruiters: Huntington Bank will not pay a fee for any placement resulting from the receipt of an unsolicited resume. All unsolicited resumes sent to any Huntington Bank colleagues, directly or indirectly, will be considered Huntington Bank property. Recruiting agencies must have a valid, written and fully executed Master Service Agreement and Statement of Work for consideration.
What Huntington National Bank employees say
Pay
Benefits
Hours and flexibility
Workplace
Get the full story on Breakroom
About Huntington Bank
Sourced by ZipRecruiter
Company size
10,000+ Employees
Headquarters location
Columbus, OH, US
Year founded
1866