Advance your career as a Senior Quantitative Risk Analyst at ATB, where you will drive financial risk management through coding and analytical rigor. This hybrid position allows impactful collaboration across teams.
In your role at ATB, you'll leverage your analytical background to enhance financial risk methodologies. As a key member of the Financial Risk Management team, you’ll be hands-on in model authoring, calibration, and testing, contributing significantly to the evolution of risk practices. You will tackle complexities by working on frameworks such as Value at Risk and Potential Future Exposure.
Key Responsibilities:
• Draft methodology documentation for risk models accurately • Calibrate and review parameters in Murex • Execute backtesting and performance monitoring of financial models • Support new product onboarding and validation testing • Manage model inventory and keep issue logs updated
Requirements: • Master’s degree in relevant quantitative field • 2-5 years of quantitative risk experience • Strong coding skills in Python and SQL • Knowledge of risk metrics and financial models • Ability to write transparent technical documentation
Join ATB to enable innovative financial risk management methods. #J-18808-Ljbffr