Quantitative Advisory Consultant

Compensation: $135,000–$150,000 per year

Start Date: Winter

Department: Operations

Role Overview:

We are looking for a quantitative advisory consultant to support risk management, regulatory compliance, and data analytics.

Things You Will Do:

• In the company's Financial Services Organization (FSO), the Quantitative Advisory Services (QAS) group operates as an integral component of a broader team that provides comprehensive quantitative risk management services to help identify, measure, manage and monitor the market, credit, operational and liquidity risks , asset-liability management, capital management, and other business activities of the company's clients across the Banking & Capital Markets, Insurance and Wealth & Asset Management sectors.
• The QAS team is specifically dedicated to projects focused on development, implementation, testing, validation and other quantitative services of analytic models, which are utilized in, but not limited to:
• risk management including market risk, credit risk (including counterparty credit risk, wholesale, and retail), liquidity / treasury risk, operational risk, compliance risk (including Financial Crime risk), and climate risk regulatory capital analytics including Basel III / Fundamental Review of the Trading Book (FRTB), and Comprehensive Capital Analysis and Review (CCAR) front office derivative pricing across various asset classes (e.g., interest rate, foreign exchange, equity, credit, commodity and structured products) banking book credit analytics, including loss forecasting, reserves/CECL, and PPNR (Pre-Provision Net Revenue) balance sheet management wealth and asset management.
• The QAS team also adeptly leverages advanced analytics applications, featuring Artificial Intelligence / Machine Learning (AI / ML), including Generative AI (GenAI), and Natural Language Processing (NLP) capabilities empowering the delivery of unparalleled insights and solutions to the clients.
• This is a highly collaborative area, where you’ll always have the support of your team while working on multiple high-profile projects.
• It’s a challenging specialist area, so we won’t expect you to hit the ground running – you’ll learn as you go.
• That doesn’t mean you won’t have your own responsibilities though, so if you’re naturally curious, are genuinely interested in this area and are ready to engage with the company's clients, there’s no limit to how far you can go here.

Candidate Requirements:

• To qualify for the role, you must have.
• A strong academic record; currently pursuing a PhD in Computational / Quantitative Finance, Mathematics, Engineering, Statistics, Economics, Physics, Computer Science, or a related field; OR a Master’s degree in the same fields with 2+ years of relevant full-time quantitative analytical work experience in mature financial markets.
• Programming Proficiency: Capability to effectively program computer routines using one or more languages such as C++, Java, Python, VBA, SAS, R, and SQL, with a focus on developing algorithms and computational models to solve complex problems.
• Collaborative Teamwork: The ability to work collaboratively in a team environment, demonstrate inclusivity, and embrace diverse perspectives, particularly in cross-functional teams focused on credit modeling and risk management.
• Excellent presentation skills and the ability to communicate complex concepts effectively to all audiences, including the documentation of risks and models in compliance with regulatory standards.
• Analytical Mindset: Intellectual curiosity, the ability to take initiative and drive execution, with advanced analytical and problem-solving skills within a dynamic and evolving business landscape, particularly in the context of credit risk and model risk management.
• Agile and Growth-Oriented: Exhibits an agile and growth-oriented mindset, with a willingness to adapt to new methodologies and industry practices related to credit and risk modeling.
• Access to reliable transportation to/from the company office and client sites. A driver’s license is strongly recommended as ride share and public transportation options may not be available in all locations.
• The ability and willingness to travel and work in excess of standard hours when necessary. In certain circumstances, travel may be required beyond your work location based on client and project needs.
• Immigration sponsorship may be available.

Perks & Benefits:

• Health benefits.
• 401(k) plan.
• Paid time off.

Important: Your application for the above role(s) will be assessed by our Artificial Intelligence System to match you with the best-fit opportunities. We can let you know better once you submit your resume.