Job Description
Quantitative Analyst – Model Risk \& Research
We are looking for a Quantitative Analyst (Quant Analyst / Quant Researcher) to join a risk function focused on the assessment and improvement of financial models across multiple asset classes.
This is a hands-on role involving the application of statistical methods and advanced analytics to review and challenge models used in market risk, fixed income, mortgage, and credit portfolios. You will work closely with model developers and stakeholders to ensure models are robust and aligned with regulatory expectations.
Key Responsibilities
- Conduct quantitative analysis and assessment of models across interest rate, ALM, mortgage, and credit risk
- Apply statistical techniques to evaluate model performance and limitations
- Perform stress testing, benchmarking, and sensitivity analysis
- Review model assumptions, methodologies, and calibration approaches
- Support ongoing model monitoring and model change reviews
- Produce validation documentation and reports
- Present findings to stakeholders across risk and business teams
- Contribute to regulatory and audit-related activities
What We’re Looking For
- 2–4 years’ experience in a quant, model validation, or model risk role
- Strong academic background in mathematics, statistics, finance, economics, or a related field
- Solid grounding in statistics and analytical methods
- Experience with models used in capital markets, fixed income, or credit risk
- Python preferred (R or MATLAB also considered)
- Understanding of fixed income products and risk metrics
Additional Information
- Full-time onsite role in Indianapolis
- Relocation support available
This is a good opportunity for someone looking to build further depth in quantitative analysis within a structured and well-established environment.
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