Quantitative Analyst CCAR Model Documentation

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Analytic Recruiting Inc.
  • 19 Feb 18 2018-02-19

An Investment Manager in New York is looking for a Junior Quantitative Risk Analyst (PhD) to test, monitor, review and document analytics, risk, pricing, asset allocation and portfolio construction models.


  • Work on model risk policy and model documentation
  • Model risk management activities including model testing, ongoing performance monitoring and model documentation
  • Help to author the firms model documentation reports for internal managers and regulators
  • Work on Risk and Analytics Models for Equities, Rates, Multi-Asset Funds and Alternatives
  • Stress Test Investment and Pricing Models for performance
  • Conduct Quantitative Research to implement model enhancements
  • Apply econometric analysis to investment models, to better predict probabilities and forecast outcomes


  • PhD in a quantitative field- Math, Physics, Economics is a requirement
  • Must have 3 years of experience working as a quantitative risk modeler focusing on model documentation of investment risk, pricing, hedging, investment analytics and portfolio optimization models
  • Must have current Programming skills– one or more of the following (R, Matlab)
  • C++ is also strongly preferred
  • Will be reviewing both proprietary risk models and vendor risk models from (Blackrock, Yield Book, MSCI-Barra, Barclay’s Point and RiskMetrics).
  • Must have superior oral and written communication skills


Keywords: Model Documentation, Quantitative Risk Models, Ph.D., Portfolio Construction, Pricing Models, Investment Manager, Mean Reversion Models, Factor Models, Equities, Fixed Income, Multi-Asset


Please refer to Job #22475 - and send MS Word attached resume to jeg@analyticrecruiting.com