Quant Risk, Methodology Analyst

Our client, a leading global financial institution, is seeking a highly experienced Risk Quant to join their Risk Analytics Methodology team. This role will play a critical part in enhancing the firm’s quantitative risk infrastructure and offers the opportunity to work collaboratively across multiple teams, including Market Risk, Credit Risk, SIMM, and Quantitative Risk Development. Location: Midtown, NYC – hybrid 3 days onsite Duration: 6+ months

Our client, a global investment bank, is seeking an experienced Equity Market Risk Quantitative Analyst (Risk Analytics). You will play a key part in the development, enhancement, and validation of market risk models, with a primary focus on Equity Derivatives products. Location: Midtown, NYC – hybrid 3 days onsite Duration: 6+ months