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McKinsey & Company · 5 days ago

Senior Analyst - Risk & Resilience

New York, NY

Full-time

Hybrid

Mid, Senior Level

2+ years exp

McKinsey & Company is a global leader in risk analytics and model governance, and they are seeking a Senior Analyst to contribute to their Risk & Resilience practice. In this role, you will construct statistical models and perform quantitative analyses to help clients make better risk management decisions.

ConsultingManagement ConsultingProfessional Services

Growth Opportunities

H1B Sponsor Likely

Responsibilities

Construct statistical models and complete targeted quantitative analyses across different techniques (e.g., regressions, machine learning, simulations)

Develop and validate models including credit (e.g., underwriting, portfolio management), stress testing, cash-flow modeling, and hedging

Work on client projects as an integral part of engagement teams

Contribute to internal knowledge development initiatives

Disaggregate and structure complex, often ambiguous, business problems and evaluate different analytical approaches to develop potential solutions

Apply advanced analytical and quantitative tools, statistical modeling techniques and data mining procedures to derive business insights and solve complex business problems

Develop components of statistical models, writing and developing scripts (e.g., SAS scripts) to improve risk management decision making (e.g., underwriting models)

Contribute to team problem solving through the findings and insights from your analysis

Help facilitate data integration and management between clients and McKinsey

Contribute to the development of knowledge for the analytics group at large

Qualification

Quantitative modelingAdvanced analytics toolsFinancial mathematicsProgramming in PythonStatistical modeling techniquesCritical thinkingTeam collaborationAdaptabilityCommunication skills

Required

Master's degree in quantitative fields such as mathematics, statistics, analytics, computational finance, computer science, economics, financial engineering, physics, or another relevant field

2+ years of hands-on experience in quantitative modeling using advanced analytics tools (e.g. Python, R) to solve real world problems

Demonstrated understanding of financial mathematics including stochastic calculus and probability theory, as well as derivative pricing models and other numerical techniques across a variety of asset classes (e.g., equities, rates, credit, FX and commodities) with practical experience in using MATLAB/C++/R/VBA

Experience programming (beyond simple scripts) in a modern scientific language (e.g., Python, Matlab, R) and experience with TensorFlow, Spark, Java, C#, C++, or C; knowledge of SQL and SAS is a plus

Critical thinkers who can develop an opinion and support it with persuasive arguments based on available evidence

Ability to execute an analytics process from problem specification through to solution in your area of expertise

Ability to work collaboratively in a team environment and effectively with people at all levels in an organization; can build constructive relationships both with colleagues and clients

Adaptable to rapidly changing timelines and objectives; able to work under pressure with tight deadlines while maintaining quality of outputs

Exceptional verbal and written communication skills, especially around translating technical knowledge into accessible forms for non-technical project teams, leadership, and clients

Willingness to travel

Preferred

Knowledge of VaR (historic, parametric, MonteCarlo), EOD or intra-day risk & valuation, as well as stress-testing and scenario analysis is a plus

Benefits

World-class benefits

Comprehensive benefits package

Company

McKinsey & Company

Glassdoor4.1

McKinsey & Company is a global management consulting firm and trusted advisor by businesses, governments, and institutions.

Founded in 1926

New York, New York, USA

10001+ employees

http://www.mckinsey.com

H1B Sponsorship

McKinsey & Company has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (612)

2024 (647)

2023 (613)

2022 (811)

2021 (740)

2020 (471)