Quantitative Risk Analyst

at NFA National Futures Association
Location New York
Date Posted December 15, 2022
Category Mining / Oil / Gas
Job Type Not Specified

Description

DIVERSITY & INCLUSION
NFA's culture supports all our employees to perform at the highest level, no matter the circumstances, and values an inclusive culture where all staff can thrive. Read more

When you join NFA as a Quantitative Risk Analyst, you will gain unique insight into the global derivatives industry and its regulatory framework, utilizing your critical thinking, data analysis and risk assessment skills every day.

Bring your analytical and innovative mindsets. Bring your ability to quickly learn and adapt. Bring a healthy skepticism and an eye for detail.

Beginning your first day and throughout your career, you'll gain exceptional experiences, career-long and personalized learning and invaluable coaching and mentoring. We believe in nurturing talent to develop future NFA and industry leaders.

What you'll do:

You'll join a high-performing team of dedicated Risk Analysts who are responsible for assisting senior leadership in the operation of NFA's swap dealer capital and margin model oversight programs. Specifically, your responsibilities will include:

  • Tracking, assessing and remediating findings related to ongoing monitoring of swap dealers' capital and margin models.
  • Providing technical expertise in quantitative risk management matters and collateral disputes.
  • Supporting NFA's educational initiatives, including webinars and workshops, by assisting with content preparation and presenting guidance to Members.
  • Representing NFA at events attended by NFA Members, industry representatives and other outside organizations.

What we re looking for:

Team-oriented individuals thrive in this collaborative, analytical role. If you're eager to apply your quantitative abilities to serve a public good-supporting the integrity of the derivatives markets-and meet the qualifications below, we encourage you to apply to join our team as a Quantitative Risk Analyst.

  • Two or more years of experience in quantitative areas, model validation, risk management at a financial institution, commodity or energy firm or regulatory agency
  • Advanced degree in a quantitative field (e.g., mathematical finance, mathematics, statistics or related fields)
  • Detailed knowledge of OTC derivatives and underlying markets, pricing models, sensitivities, valuation methods and risk management measures
  • Excellent oral and written communication skills
  • Strong analytical, decision-making and problem-solving skills
  • Familiarity with capital requirements and model risk management preferred
  • Familiarity with Dodd-Frank regulations a plus

This position requires that you be fully vaccinated against COVID-19 by the date of hire. Proof of vaccination will be required as a condition of employment. NFA complies with federal, state and local laws with respect to providing accommodations for individuals who are unable to receive the vaccine due to a medical condition or religious belief.

WHY CHOOSE NFA?

We understand how important culture is to an organization, and we pursue a culture of excellence where every NFA employee, regardless of circumstances, can succeed. Our workforce respects and celebrates each employee's diversity, unique values and abilities, all of which mold our creative approach to regulation. Most importantly, we believe that our diverse, inclusive workforce makes NFA a friendly, supportive and enjoyable place to work.

MAKE OUR MISSION YOUR CAREER

NFA is purpose-driven. We safeguard the integrity of the derivatives markets, protect investors and ensure that our Members meet their regulatory obligations. We take pride in our work; maintain a conviction to do the right thing; empower each other; and support our community. Envision your career in a place where performing critical regulatory work within the financial industry is as significant as the diverse, passionate and talented individuals with whom you work.

Together, we will innovate regulation.

Read about NFA's generous and flexible benefits package that allows employees to balance work and life.

Learn about how NFA's culture drives our success.

Meet NFA employees and learn about their careers.

Learn about how NFA cares for the health and wellness of our employees and communities to promote the pursuit of excellence in our employees work.