Job Description

Overview

The Quantitative Analyst provides analytical and operational support while conducts quantitative analysis for liquidity risk, market risk, asset-liability management and capital management.

Responsibilities

  • Designing, implementing, deploying and maintaining quantitative analysis solutions written in SQL and Python.
  • Assisting in financial modelling. Providing financial and analytical, modeling expertise to build, run, back-test and improve quantitative models. Conducting testing over the model’s conceptual soundness, assumptions, and appropriateness of the model methodology. Maintaining financial models and model documentation for auditing and validation.
  • Designing queries and manipulating large volumes of data to create reporting which identifies and interprets business trends. Analyzing large datasets and performing data cleansing and manipulation.
  • Developing, preparing, reconciling, and modifying...
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