Description
The Quantitative Finance Analyst will develop and enhance capital and loss forecasting models for a bank, with a focus on Basel market-risk compliance under the Fundamental Review of the Trading Book. The role involves building and maintaining numerical models, improving processes, producing technical documentation, and interpreting large financial datasets. It requires a PhD-level qualification in a numerical discipline, experience with quantitative modeling, statistical and econometric knowledge, and programming experience in C++ or Python. The position is permanent and hybrid in Jersey City, New Jersey, with an anticipated application deadline of September 28, 2026, and a stated pay range of $90,000 to $150,000 per year.
