Lead Quantitative Risk Analyst, Remote Trading Desk

Our client, a highly reputable financial services firm, is actively seeking a Lead Quantitative Risk Analyst to join their expanding remote trading operations. This position is entirely remote, allowing you to contribute from any location within Nigeria. You will be instrumental in developing, implementing, and maintaining sophisticated quantitative models to assess and manage market, credit, and operational risks associated with trading activities. The ideal candidate possesses a deep understanding of financial markets, advanced statistical modeling techniques, and a passion for leveraging data to mitigate risk. You will work closely with traders, portfolio managers, and IT professionals to ensure robust risk management frameworks are in place.

Responsibilities: Design, build, and validate complex quantitative models for risk measurement, pricing, and hedging of financial instruments. Develop and implement stress testing and scenario analysis frameworks to evaluate portfolio resilience under adverse market conditions. Analyze trading data to identify potential risks, anomalies, and areas for improvement in risk controls. Collaborate with front-office teams to understand trading strategies and their associated risk profiles. Work with IT to ensure the effective implementation and integration of risk models into production environments. Produce clear and concise risk reports and presentations for senior management and regulatory bodies. Stay abreast of the latest developments in quantitative finance, risk management, and regulatory requirements. Mentor and provide technical guidance to junior quantitative analysts. Contribute to the enhancement of risk management policies and procedures. Ensure the accuracy and integrity of risk data used in modeling and reporting. Qualifications: Advanced degree (Master's or Ph.D.) in a quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Financial Engineering. Minimum of 7 years of experience in quantitative risk management, financial modeling, or a similar role within the financial services industry. Expertise in statistical modeling, time series analysis, Monte Carlo simulations, and machine learning techniques applied to finance. Proficiency in programming languages commonly used in quantitative finance, such as Python, R, C++, or MATLAB. Strong knowledge of financial markets, derivatives, and various asset classes. Experience with risk management frameworks (e.g., Basel Accords) and regulatory reporting is a plus. Excellent analytical, problem-solving, and critical thinking abilities. Strong communication skills, both written and verbal, with the ability to explain complex technical concepts to non-technical audiences. Proven ability to work effectively in a remote, collaborative team environment. Demonstrated ability to lead projects and mentor junior team members. This key remote role, supporting operations in Kano, Kano, NG , offers a highly competitive compensation package and the opportunity to shape the risk management strategy of a leading firm.