Quantitative Risk Management Consultant jobs in United States
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Software Guidance & Assistance, Inc. (SGA, Inc.) ยท 1 day ago

Quantitative Risk Management Consultant

Software Guidance & Assistance, Inc. (SGA) is seeking a Quantitative Risk Management Consultant for a contract assignment with a premier Financial Services client in New York, NY. The role involves assisting the Clearing Department with daily activities in support of the quantitative risk team, which includes developing, analyzing, and back-testing models for clearing initiatives.

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Responsibilities

Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing
The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time

Qualification

Quantitative analysisProgramming languagesFinancial markets knowledgeAdvanced derivatives modelingStatistical models in risk managementCommunication skillsDocumentation skills

Required

Masters (and above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
Strong quantitative and analytical background
Excellent programming, communication, and documentation skills
Knowledge of financial markets
Experience with programming languages such as C++/C#, R, VBA, Python, and SQL is also required

Preferred

Knowledge in advanced derivatives modeling and knowledge of volatility models preferred
Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc
Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred

Company

Software Guidance & Assistance, Inc. (SGA, Inc.)

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SGA is the technology and resource solutions provider driven to stand out. We are a certified women-owned business.

H1B Sponsorship

Software Guidance & Assistance, Inc. (SGA, Inc.) 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 (13)
2024 (12)
2023 (19)
2022 (25)
2021 (41)
2020 (44)

Funding

Current Stage
Growth Stage

Leadership Team

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Peter Taylor
CEO
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Andrew Gallagher - CCWP
Senior Vice President - Strategic Partnerships
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Company data provided by crunchbase