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

• The Quant Risk, Methodology Analyst is responsible for:
• • Develop and deploy Python-based tools and analytical libraries to streamline and automate risk analytics processes
  • Collaborate with end-users and stakeholders to gather business and technical requirements for complex risk analytics workflows across multiple asset classes, including equities, fixed income, and credit risk
  • Build, maintain, and enhance backend Python libraries that support a broad range of internal risk analytics applications
  • Work closely with internal market and credit risk teams to design, implement, and maintain consistent and scalable risk measures
  • Continuously improve the robustness, efficiency, and scalability of the Python infrastructure used in risk modeling and reporting

• Minimum of 3 years of hands-on experience in Python backend development for financial applications
• Bachelor’s or Master’s degree in Quantitative Finance, Mathematics, Computer Science, or a related field
• Proficiency in financial risk analytics, with working knowledge of market risk, credit risk, and relevant regulatory frameworks (e.g., SIMM)
• Proven ability to build scalable, reusable Python libraries that support complex financial workflows
• Experience working with large datasets and implementing efficient data processing algorithms
• Familiarity with financial derivatives, portfolio optimization techniques, and risk management best practices