• Share this Job

Sr. Quantitative Risk Analyst

Location : San Antonio
Job Type : Direct
Hours : Full Time
Required Years of Experience : 6
Required Education : BS/MS/Phd
Travel : No
Relocation : No

Job Description :
Conducts and develops quantitative and analytic models, assessments and/or applications in support of risk management efforts that assess the market and identify risks and gaps in existing or proposed processes. Applies diverse methodologies and deep experience in a variety of disciplines to identify and solve complex and/or undefined risk problems. Works with leadership to remediate gaps and improvements identified between existing practices and regulatory requirements.



  • Utilizes advanced analytics to assess future risk, opportunities, and effectiveness. Translates results into meaningful solutions to enhance decision making. May present findings to various levels of leadership.

  • Applies advanced knowledge and industry best practices to quantify risk and aggregate exposures. Develops complex systems and programs that measure aggregate risk exposures.

  • Applies innovative and scientific/quantitative analytical approaches to draw conclusions and make recommendations to answer business objectives and drive change. Translates recommendations into communication materials to effectively present to colleagues for peer review and management.

  • Produce advanced analytical material for discussions with cross-functional teams to understand complex business objectives and influence solution strategies.

  • Provides mentorship to other team members in the peer review process.

Required Qualifications :

  • Bachelor's degree in Economics, Statistics, Mathematics, Actuarial Sciences or other quantitative discipline. 4 additional years of related experience beyond the minimum required may be substituted in lieu of a degree.

  • 6 years related quantitative analysis experience in a discipline relevant to risk management to include statistical analysis, modeling, mathematics or other quantitative discipline OR advanced degree/designation in Economics, Statistics, Mathematics, Actuarial Sciences, or other quantitative discipline and 4+ years work experience in a quantitative discipline relevant to risk management OR PhD in Economics, Statistics, Mathematics, or other quantitative discipline and 2+ years work experience in a quantitative discipline relevant to risk management.



  • 5+ years banking experience (Industry-related analytical experience in interest rate risk/capital/ liquidity management, profitability analysis, product pricing, corporate finance OR other relevant disciplines)

  • Working knowledge in financial regulatory requirements and OCC specific rules/guidance (i.e. Investments, IRR, Liquidity, Capital)

  • Demonstrated experience in reviewing, challenging, and overseeing models

  • Strong working knowledge of statistical tools (Essbase, Hyperion, or SAS)

  • Chartered Financial Analyst (CFA)

  • Financial Risk Manager (FRM)

Skills :
financial risk
Powered by AkkenCloud