Quantitative Analyst

Rainmaker Resources - Cincinnati, OH

Full-time

Cincinnati, OH

Administrative and Support Services

About the position

The Quantitative Risk Analyst IV role focuses on providing intermediate market risk and financial analyses using financial risk modeling software. The position supports financial and risk management through research and analysis of profitability trends, market risk exposure, and other financial characteristics of the balance sheet.

Responsibilities

• Researches, develops, and implements intermediate market risk analyses projects.
• Creates, develops, interprets, applies, implements, and presents regular and ad-hoc financial and market risk analyses projects.
• Utilizes various market risk and earnings models, credit risk, and mortgage prepayment models.
• Assists in the evaluation, development, implementation, and maintenance of new or enhanced processes, models, and systems.
• Coordinates and/or initiates data management and automation activities using advanced data management tools.
• Supports the development and maintenance of the enterprise risk management function, particularly related to market risk, earnings, capital, and credit risk.
• Performs routine office duties and special projects as assigned by management.

Requirements

• Bachelor's Degree in business or economics with coursework in accounting, finance, and economics.
• Master's Degree in finance, quantitative analysis, mathematics, economics, or financial engineering, or equivalent work experience.
• Experience performing economic, financial, and quantitative/mathematical analysis or risk analysis with a good understanding of fixed income principles.
• Advanced skills utilizing Excel and experience with database management concepts and tools, statistical software, and financial programming languages.
• Advanced analytical skills to develop complex financial, quantitative, and market risk reports and analyses.
• High degree of initiative and independence with strong verbal, written, and interpersonal skills.