Quantitative Risk Modeler

BRMi • Winchester, VA

1d • $100,000 - $120,000 • Hybrid

About The Position

BRMi is seeking a Quantitaive Risk Modeler with at least 10 years of experience or doctorate degree in mathmatics, statistics or physics to support a large financial services client in a hybrid work environment in either of the following locations: Vienna VA, Winchester VA or Pensacola FL.
Hybrid in Vienna, VA; Pensacola, FL; or Winchester, VA 3 days per week.
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Requirements

• Doctorate degree in mathematics, physics, or statistics.
• Advanced knowledge in probabilistic theory, game theory, dynamic systems theory and related disciplines.
• Strong understanding of database design, data mining, and data modeling concepts.
• Proven ability to develop effective data visualizations strategies.
• Advanced verbal, written, interpersonal, and presentation skills to communicate clearly and concisely technical and non-technical information to all levels of management.
• Excellent understanding of machine learning, statistical modeling, and algorithms

Nice To Haves

• Advanced knowledge of principles of algorithmic, Bayesian, Nash, and other related game theory subfields.
• Advanced skills with SQL, Python, Jupyter Notebook/Jupyter Lab, Visual Studio Code or other languages/frameworks appropriate for statistical analysis.
• Experience working with data visualization applications like PowerBI and Plotly.
• Experience working with Cybersecurity Frameworks and related data.

Responsibilities

• Developing and testing models: They create and test models to predict potential financial losses and optimize portfolios.
• Analyzing large datasets: They leverage statistical techniques and machine learning algorithms to identify risk factors and stress test portfolio exposures.
• Collaborating with teams: They work closely with risk managers, compliance teams, and other data professionals to ensure models meet regulatory requirements and support strategic decision-making.
• Ensuring compliance: They ensure that their models comply with regulatory frameworks such as Basel III and IFRS 9.
• Providing insights: They offer quantitative information and models necessary for risk assessment and mitigation to management and stakeholders.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Education Level: Ph.D. or professional degree