Quant Analytics Associate-Trading & Counterparty Risk Analytics
About the position
Market Risk performs oversight of the Fixed Income, Equities, Foreign Exchange, and Interest Rate and Commodity Derivatives trading activity throughout the bank and broker-dealer. The team performs a broad range of analysis to support the Market Risk function, including monitoring and evaluating risks affecting current or anticipated capital, valuation, Value-At-Risk (VaR) and Counterparty Credit Risk. The individual in this role will run and analyze reports, work with complex data sets to identify trends and outliers, and help maintain the framework that is used to monitor Key’s exposure to its trading partners. Success criteria include: timely and effective handling of data or analytics requests assigned by manager; providing input into basic business or analytical challenges faced by the team; ability to tell a compelling story to stakeholders with data; developing communication skills, business acumen, and critical thinking; and establishing relationships with peers and broader team.
Responsibilities
• Analyze daily / monthly risk metrics related to trading or counterparty credit risk activities (position changes, profit & loss, VaR, CVA and other key measures)
• Analyze daily reports and identify and escalate any issues
• Develop analyses of portfolio and risk dynamics
• Perform pre-trade analysis to see how new trading activity will impact risk levels
• Find patterns or anomalies by building out visualizations
• Prepare documents for monthly and quarterly submission to finance and accounting, and to regulators
• Create analysis to support the production of insights into relevant business questions under general direction / supervision
• Provide input with addressing basic business/analytical problems and challenges
• Conduct quantitative analysis on large data sets with manager and team support
• Answer key business questions through exploration and discovery
Requirements
• Degree in finance, mathematics, statistics, economics, or other quantitative field
• Strong analytic and quantitative skills such as Knowledge of Excel and PowerPoint
• Data visualization
• Beginner-intermediate database querying skill
• Familiar with and capacity for analytical programming
• Data mining techniques
• Ability to learn the process of consuming data from the data supply chain
• Knowledge of financial mathematics
• Statistical analysis
Apply tot his job
Apply To this Job
Market Risk performs oversight of the Fixed Income, Equities, Foreign Exchange, and Interest Rate and Commodity Derivatives trading activity throughout the bank and broker-dealer. The team performs a broad range of analysis to support the Market Risk function, including monitoring and evaluating risks affecting current or anticipated capital, valuation, Value-At-Risk (VaR) and Counterparty Credit Risk. The individual in this role will run and analyze reports, work with complex data sets to identify trends and outliers, and help maintain the framework that is used to monitor Key’s exposure to its trading partners. Success criteria include: timely and effective handling of data or analytics requests assigned by manager; providing input into basic business or analytical challenges faced by the team; ability to tell a compelling story to stakeholders with data; developing communication skills, business acumen, and critical thinking; and establishing relationships with peers and broader team.
Responsibilities
• Analyze daily / monthly risk metrics related to trading or counterparty credit risk activities (position changes, profit & loss, VaR, CVA and other key measures)
• Analyze daily reports and identify and escalate any issues
• Develop analyses of portfolio and risk dynamics
• Perform pre-trade analysis to see how new trading activity will impact risk levels
• Find patterns or anomalies by building out visualizations
• Prepare documents for monthly and quarterly submission to finance and accounting, and to regulators
• Create analysis to support the production of insights into relevant business questions under general direction / supervision
• Provide input with addressing basic business/analytical problems and challenges
• Conduct quantitative analysis on large data sets with manager and team support
• Answer key business questions through exploration and discovery
Requirements
• Degree in finance, mathematics, statistics, economics, or other quantitative field
• Strong analytic and quantitative skills such as Knowledge of Excel and PowerPoint
• Data visualization
• Beginner-intermediate database querying skill
• Familiar with and capacity for analytical programming
• Data mining techniques
• Ability to learn the process of consuming data from the data supply chain
• Knowledge of financial mathematics
• Statistical analysis
Apply tot his job
Apply To this Job