Quantitative Risk Modeler

BRMi • Vienna, VA

3d • $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. Salary: Vienna VA $110K-120K Winchester VA $ 105K-$110K Pensacola FL $100K-105K Click here to learn about BRMi's culture. Click here to see BRMi’s Glassdoor reviews

Requirements

• Doctorate degree in mathematics, physics, or statistics OR at least 10 years of experience
• 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
• BRMi will not sponsor applicants for work visas for this position.
• This is a W2 opportunity only
• EOE/Minorities/Females/Vet/Disabled
• We are an equal opportunity employer that values diversity and commitment at all levels. All individuals, regardless of personal characteristics, are encouraged to apply. Employment policies and decisions on employment and promotion are based on merit, qualifications, performance, and business needs. The decisions and criteria governing the employment relationship with all employees are made in a nondiscriminatory manner, without regard to race, religion, color, national origin, sex, age, marital status, physical or mental disability, medical condition, veteran status, or any other factor determined to be unlawful by federal, state, or local statutes.

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.
• These responsibilities highlight the critical role of Quantitative Risk Modelers in financial risk management and compliance

What This Job Offers

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