Quantitative Risk Management Consultant

Aquent is partnering with a global leader in financial services, an institution at the forefront of maintaining stability and integrity across the world's financial markets. Imagine being a pivotal force in safeguarding these markets, where your quantitative prowess directly influences the resilience of critical clearing initiatives. This isn't just a role; it's an unparalleled opportunity to make a tangible impact, shaping the future of risk assessment and model validation within a dynamic, high-stakes environment.

As a key contributor to their Quantitative Risk team, you'll be instrumental in developing, rigorously analyzing, and back-testing cutting-edge models that underpin their robust risk management framework. Your expertise will directly enhance the reliability and effectiveness of their risk mitigation strategies, ensuring market confidence and operational excellence.

**What You'll Do:**

* Lead comprehensive code release testing to ensure model integrity and performance across various platforms.

* Conduct meticulous historical data validation, guaranteeing the accuracy and reliability of inputs for critical risk models.

* Perform in-depth validation of margin and stress testing models, identifying potential vulnerabilities and areas for optimization.

* Execute thorough portfolio back-testing, assessing model effectiveness against real-world outcomes and market dynamics.

* Independently research complex financial problems, developing innovative solutions and strategies to enhance risk management capabilities.

* Analyze intricate data sets and formulate robust solutions that meet stringent quality and timeline requirements.

* Produce high-quality documentation and reports, communicating complex findings clearly and concisely to stakeholders.

**What You'll Bring:**

* A Master's degree or higher in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a closely related quantitative discipline.

* Demonstrated strong quantitative and analytical capabilities, with a proven track record of solving complex problems.

* Exceptional programming proficiency in languages such as C++/C#, R, VBA, Python, and SQL.

* Outstanding communication skills, both written and verbal, for technical documentation and stakeholder engagement.

* In-depth knowledge of financial markets and their underlying mechanics.

**Stand Out With:**

* Advanced knowledge in quantitative risk modeling and statistical models applied to risk management.

* Expertise in advanced derivatives modeling and volatility models.

* Proven experience in developing and implementing sophisticated risk models such as Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models.

**About Aquent Talent:**

Aquent Talent connects the best talent in marketing, creative, and design with the world's biggest brands.

Our eligible talent get access to amazing benefits like subsidized health, vision, and dental plans, paid sick leave, and retirement plans with a match. More information on our awesome benefits!

Aquent is an equal-opportunity employer. We evaluate qualified applicants without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, veteran status, and other legally protected characteristics. We're about creating an inclusive environment-one where different backgrounds, experiences, and perspectives are valued, and everyone can contribute, grow their careers, and thrive.