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Quantitative Finance Analyst

Chicago, Illinois;

Job Description:

In response to the challenges presented by a changing global climate and in order to support our client transition to a low carbon future, the AMG-QS Global Markets team has been tasked with developing novel quantitative approaches to measuring and managing climate risk. As a senior quantitative analyst you will play a key role in leading the development of new climate risk models within GRA. Applying quantitative methods to develop capabilities that meet line of business, risk management and regulatory requirements
• Technically capable and delivery focused, you will be responsible for providing day-to-day support to the AMG-QS Climate project
• Required to pro-actively seek out effective statistical estimation techniques required to model physical risk and Financed Emissions
• Remediate gaps in existing model coverage (eg Californian wildfires)
• Contribute to the set-up of model performance reporting
• Take ownership to deliver results and meet critical deadlines
• Produce clear and coherent technical documentation for internal and regulatory purposes
• Promote the adoption of GRA best practices for model development, implementation and monitoring
• Support and advise other parts of the organization in how they incorporate climate scenarios into their modelling
 

Highly numerical degree (PhD level preferred, Masters required) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
• 2+ years of work experience in developing, documenting & maintaining financial models
• Strong technical writing and clear verbal communication skills
• Experience of working under pressure and delivering to tight deadlines
• Proven quantitative technical abilities, working across organizational lines
• Effectively presents findings, data, and conclusions to influence all stakeholders
• Ability to work in a large, complex organization, and influence various stakeholders and partners
• Strong team player able to seamlessly transition between contributing individually and collaborating on team projects;
Desired Skills:
• Experience with catastrophe modelling
• Knowledge of climate regulatory guidelines and stress testing
• Broad understanding of financial markets and products
• Capability to provide leadership to junior quantitative analysts
• An ability to work with colleagues in other functions (business, risk and model validation)
• An ability to develop organizational awareness
• Self-motivated and Intellectually curious about both the role, supporting technologies and the wider bank
• Critical thinker
• Goal and delivery focused with an organized and practical mind-set
• Proven ability to operate independently without supervision
• Excellent communication skills
• Ability to manage competing priorities with sound judgment
• Knowledge of risk management and regulatory landscape
• Enthusiastic and intellectually curious
• Experience with LaTeX
 

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

In response to the challenges presented by a changing global climate and in order to support our client transition to a low carbon future, the AMG-QS Global Markets team has been tasked with developing novel quantitative approaches to measuring and managing climate risk. As a senior quantitative analyst you will play a key role in leading the development of new climate risk models within GRA. Applying quantitative methods to develop capabilities that meet line of business, risk management and regulatory requirements
• Technically capable and delivery focused, you will be responsible for providing day-to-day support to the AMG-QS Climate project
• Required to pro-actively seek out effective statistical estimation techniques required to model physical risk and Financed Emissions
• Remediate gaps in existing model coverage (eg Californian wildfires)
• Contribute to the set-up of model performance reporting
• Take ownership to deliver results and meet critical deadlines
• Produce clear and coherent technical documentation for internal and regulatory purposes
• Promote the adoption of GRA best practices for model development, implementation and monitoring
• Support and advise other parts of the organization in how they incorporate climate scenarios into their modelling
 

Highly numerical degree (PhD level preferred, Masters required) in Statistics, Financial Mathematics, Applied Mathematics, Economics, Physics or Engineering
• 2+ years of work experience in developing, documenting & maintaining financial models
• Strong technical writing and clear verbal communication skills
• Experience of working under pressure and delivering to tight deadlines
• Proven quantitative technical abilities, working across organizational lines
• Effectively presents findings, data, and conclusions to influence all stakeholders
• Ability to work in a large, complex organization, and influence various stakeholders and partners
• Strong team player able to seamlessly transition between contributing individually and collaborating on team projects;
Desired Skills:
• Experience with catastrophe modelling
• Knowledge of climate regulatory guidelines and stress testing
• Broad understanding of financial markets and products
• Capability to provide leadership to junior quantitative analysts
• An ability to work with colleagues in other functions (business, risk and model validation)
• An ability to develop organizational awareness
• Self-motivated and Intellectually curious about both the role, supporting technologies and the wider bank
• Critical thinker
• Goal and delivery focused with an organized and practical mind-set
• Proven ability to operate independently without supervision
• Excellent communication skills
• Ability to manage competing priorities with sound judgment
• Knowledge of risk management and regulatory landscape
• Enthusiastic and intellectually curious
• Experience with LaTeX
 

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21070759

Band: H5

Manages People: No

Travel: No

Manager:

Talent Acquisition Contact:

Jillian Teeter

Referral Bonus:

0