Job Description
Join GlobalTrust Financial Group's elite Risk Management Division at our Manhattan headquarters. As a leader in quantitative risk assessment, you'll safeguard $500B+ in assets while pioneering next-gen risk modeling frameworks. We offer unparalleled career progression, competitive equity packages, and exposure to cutting-edge fintech innovations in a collaborative, merit-driven environment.
Responsibilities
- Design and implement advanced VaR/ES models for trading portfolios
- Lead stress testing scenarios under Basel IV & CCAR frameworks
- Develop Python-based risk analytics dashboards for executive reporting
- Collaborate with trading desks on real-time position risk mitigation
- Mentor junior analysts and drive continuous improvement of risk methodologies
- Present risk findings to C-suite and regulatory bodies
Qualifications
- Master's in Financial Engineering/Statistics/Mathematics from top-tier institution
- 5+ years in quantitative risk at Tier 1 bank or hedge fund
- Expert proficiency in Python (Pandas, NumPy) and SQL
- CFA/FRM designation or equivalent practical experience
- Deep understanding of derivatives pricing and counterparty risk
- Regulatory compliance expertise (Dodd-Frank, EMIR)
- Proven track record of developing production-grade risk models