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Quantitative Risk Engineer: Derivatives & CVA
Job in
Pasadena, Los Angeles County, California, 91122, USA
Listed on 2026-08-11
Listing for:
Keasis
Full Time
position Listed on 2026-08-11
Job specializations:
-
Finance & Banking
Data Scientist
Job Description & How to Apply Below
Keasis is seeking a seasoned Quantitative Risk Analyst to advance portfolio risk measurement and forecasting using sophisticated models. You will collaborate with risk managers, portfolio managers, and client services to deliver reliable insights that inform strategy.
The role requires 5+ years of model development and validation in financial markets, with a Master’s (or PhD) in a quantitative field and strong fixed income analytics experience including MBS and structured products.
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