Senior Quantitative Research Analyst

ABOUT US

Founded in 2014, we offer the industry’s first and only cloud-based, fully-customizable, end-to-end software solution to automate securities-based lending from origination through the life of the loan. By combining thought leadership in suitability and risk management with industry-leading education and the latest technology, Supernova enables advisors to deliver holistic, goals-based advice and to help their clients achieve financial wellness. We partner with the industry’s largest banks, most prominent insurance companies and leading online brokerages to democratize access to securities-based lending and better the entire financial ecosystem.

JOB DESCRIPTION:

As a Senior Quantitative Research Analyst, you will play a critical role in our research and development efforts, leveraging quantitative analysis and financial modeling to shape our technology offerings and drive data-driven insights for our clients. You will have the opportunity to contribute to our growth and success by delivering innovative solutions in the securities-based lending space.

RESPONSIBILITIES:

• Develop and implement quantitative risk models and methodologies for multi-assets collateral portfolios. 
• Conduct comprehensive analysis of investment portfolios, including stress testing, scenario analysis, and sensitivity analysis to identify and quantify risks. Measure and monitor various factor exposures and risk metrics across asset portfolios.
• Contribute to the development/enhancement of risk management systems and tools.
• Research quantitative methods for opportunities to increase risk analytics capabilities. Stay abreast of industry developments, market trends, and regulatory changes relevant to risk management practices.

QUALIFICATIONS:

• Bachelor or Master’s degree in a quantitative discipline such as finance, economics, mathematics, or a related field.
• Strong quantitative and analytical skills. Experience with statistical analysis and market data sources.
• In-depth knowledge of risk analytics and methods with experience of implementation of risk metrics (e.g., VaR, EaR, Future Potential Exposure, scenario / stress analysis).
• Experience in price simulation, volatility, correlation analysis and other multivariate methods.
• Minimum of five years of combined proven experience in the following areas - Economic Research, Economic Forecasting, Credit Risk Management, Market Risk Management, Model Development, Model Review, Model Implementation, Data Science or equivalent. Financial Services industry experience preferred.
• Basic knowledge of bank stress testing and CCAR requirements
• Willingness to develop and continually improve upon strong product, industry, market, and economic knowledge.
• Ability to work effectively both independently and as part of a team in a fast-paced, deadline-driven environment.

OUR CORE VALUES

At Supernova, we...

- Form, execute, and communicate new ideas that add value to our employees and customers

- Strive through obstacles and failures

- Follow-through on promises or commitments to others, accept responsibility, and answer for actions & decisions

- Listen to, understand, and support our employees and customers

- Act with speed, positive attitude, and flexibility

- Exceed expectations and surpass ourselves every day; we embrace a sense of pride and never stop growing