Description
Build and maintain quantitative models to measure, monitor, and manage financial risk across portfolios and products. Develop and validate statistical methods for market, credit, liquidity, and counterparty risk, perform stress tests and scenario analysis, and inform capital, limits, and hedging decisions.
- • Prepare risk model and reporting requirements for software developers and data teams.
- • Provide analytical support to risk managers, traders, and researchers on exposures, valuations, and data quality.
- • Identify, track, and maintain key risk metrics (e.g., VaR, sensitivities, stress losses).
- • Collaborate to develop and test risk analytics and systems for compliance with specifications and controls.
- • Research new risk methodologies, factors, or datasets to improve measurement.
- • Maintain, recalibrate, and enhance production risk models.
- • Produce written reports on risk, stress testing, backtesting, and model changes.
- • Interpret risk results and explain drivers of exposure, losses, and capital impact.
- • Develop reusable risk modeling libraries using advanced statistical, quantitative, or econometric techniques.
- • Define model specifications, risk factor taxonomies, and data collection and quality rules.
- • Consult front-office and treasury teams to determine needs for new or improved risk analytics and limits.
- • Confer with quants and analysts on market dynamics, trading strategies, and model performance to refine risk methods.
- • Partner with product teams to design, validate, and implement risk frameworks for new products or markets.
- • Build tools for portfolio risk aggregation, optimization under constraints, performance attribution, P&L explain, and pricing risk.
- • Create challenger models and benchmarking tools to independently validate results.
- • Apply mathematical and statistical techniques to problems in market, credit, liquidity, counterparty risk, and regulatory capital.
- • Analyze risk and pricing of carbon trading and environmental commodities exposures.
- • Assess climate scenario impacts on losses, capital, liquidity, and business continuity.
- • Develop ESG risk metrics and integrate them into enterprise risk measurement and reporting.
- • Design hedging and risk mitigation strategies for carbon and other environmental exposures.
- • Build tools to assess risk of green technologies and green financial products relative to risk appetite.
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Financial Services
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O*NET occupational data (work activities, skills, knowledge).
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This site includes information from O*NET by the U.S. Department of Labor, Employment and Training Administration (USDOL/ETA), used under the CC BY 4.0 license. Career Clutch has modified some of this information for student readability. USDOL/ETA has not approved, endorsed, or tested these modifications. O*NET® is a trademark of USDOL/ETA.
Last reviewed: Jan 2026
