Quantitative Risk Associate Director

$150,000 - $160,000/Yr

Knak Digital - McLean, VA

Full-time - Mid Level

McLean, VA

Administrative and Support Services

About the position

The Quantitative Risk Associate Director role is a critical position focused on designing, developing, testing, maintaining, and enhancing in-house fixed income risk models and tools. The successful candidates will engage in complex analyses to support risk management and regulatory compliance, collaborating with cross-functional teams to implement effective risk management strategies.

Responsibilities

• Design and develop sophisticated fixed income risk models and tools
• Perform in-depth analyses for risk management and regulatory compliance
• Maintain and enhance existing quantitative models
• Collaborate with cross-functional teams to implement risk management strategies

Requirements

• Master's degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics, Engineering)
• Minimum 5 years of experience in financial market risk management and quantitative modeling
• Strong expertise in fixed income modeling, particularly with treasury or mortgage securities
• Solid advanced mathematical and statistical knowledge
• Proficiency in SQL
• Fluency in at least one high-level programming language (Python, C++, Java, etc.)
• Excellent communication skills, both oral and written
• Must be authorized to work in the United States.

Benefits

• Competitive compensation, including base pay and annual incentive
• Comprehensive health and life insurance and well-being benefits, based on location
• Pension / Retirement benefits
• Paid Time Off and Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well-being
• Flexible/hybrid model of 3 days onsite and 2 days remote