Quantitative Financial Risk Analyst | New Grad
About The Position
New Graduate Quantitative Financial Risk Analyst As a Quantitative Financial Risk Analyst at Susquehanna, you will have the critical responsibilities of building, validating, and auditing our complex risk models and frameworks. Working closely with trading, quantitative research, and operations, you will ensure that our risk models are robust, compliant, and aligned with both internal and regulatory standards. Your work will be pivotal in challenging and improving our model development processes. What you can expect from us: Real Impact: You’ll be designing and optimizing systems that process massive amounts of data, ensuring high performance and stability. Collaboration: Our systems engineers, network architects, technical analysts and software developers work together to create competitive edge through best-in-class technical solutions. Growth: Continuous growth and learning, with a focus on innovation and adaptability in a dynamic trading environment. Benefits : SIG offers a wide array of employee perks & benefits. Lear more about our workplace culture here. Visa sponsorship is available for this position. What we’re looking for About Susquehanna Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together. If you're a recruiting agency and want to partner with us, please reach out to [email protected]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.
Requirements
- Graduate degree with coursework on financial risk or risk management.
- Strong knowledge of mathematical and statistical modeling, with exposure to VaR models, credit risk models, or other quantitative risk models.
- Proficiency in programming languages such as SQL, Python, R, or MATLAB for risk modeling and data analysis.
- Familiarity with SR 11-7 guidelines and other relevant regulatory frameworks.
- Advanced analytical skills with the ability to interpret complex large data sets and make informed decisions.
- Excellent communication and presentation skills, with the ability to explain complex risk concepts to various subsets of the business.
- Strong attention to detail and the ability to work under pressure in a fast-paced trading environment.
Nice To Haves
- Industry qualifications such as FRM or PRM are highly desirable.
Responsibilities
- building, validating, and auditing our complex risk models and frameworks
- ensuring that our risk models are robust, compliant, and aligned with both internal and regulatory standards
- challenging and improving our model development processes
- designing and optimizing systems that process massive amounts of data, ensuring high performance and stability
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
Number of Employees
1,001-5,000 employees
