Quantitative Risk Management Consultant W2 Contract Hybrid New York 0-5 years experience Top Skills' Details Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. Strong quantitative and analytical experience Knowledge of financial markets. Knowledge in quantitative risk modeling and statistical models in risk management preferred. Knowledge in derivatives modeling and volatility models preferred. Programming languages such as C++/C#, R, VBA, Python, and SQL Nice to have: Developing risk models (Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.)
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Career Level
Entry Level
Number of Employees
5,001-10,000 employees