Quantitative Finance Analyst
Posted on :
29-11-2022
Employer Active
1 Vacancy
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Job Description
Req ID : 1774180
Quantitative Finance Analyst With Focus On Risk Model Validation
18+ months contract
Location: Chicago, IL or Dallas, TX or Jersey City, NJ or Washington, DC(Hybrid 1-2 DAYS A WEEK ON SITE)
GCs, USCs
This Is Not A Developer Role, Although Solid Hands-On Programing Skills Are Required!
Work Details:
- Review and validate quantitative Risk Model documentation
- Verify accuracy and reliability of the software implementation of the model
- Develop and implement complex independent tests to validate the model implementation
- Assess the models by ensuring that the data used is valid
- Document validation activities
- Communicate with Quantitative Risk Management about issues and concerns
- Provide Expert Knowledge on recommendations throughout validation processes
- Complete all validation assessments to meet business timelines
Education And Experience:
- Advanced degree in Mathematical Finance, Econometrics, Mathematics, Physics, Chemistry or similar discipline or science with Quantitative Focus
- Quantitative Finance at the level of "Measuring Market Risk" by Kevin Dowd, or similar
- Solid hands-on object-oriented programming and RDBMS skills
- Some experience in MATLAB or R/S-PLUS is desirable
- Excellent verbal and written communication skills!!!
Employment Type
Full Time
Key Skills
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