* We are looking for candidates who are near to McLean VA or Dallas TX or Tampa FL or Jersey City NJ.
Job Summary
ContracttoHire Opportunity Alert!
Are you a Quantitative Risk Management guru looking for your next challenge Weve got an exciting opportunity for you!
Were on the hunt for a highly skilled and motivated Quantitative Risk Management Consultant to join our clients Quantitative Risk Management group (QRM).
As part of the QRM team youll be responsible for quantitative model development and performance assessment including model performance monitoring (MPM) and backtesting (BT). Your expertise will be crucial in ensuring the accuracy and reliability of our clients risk management models and methodologies.
If youre passionate about quantitative risk management and ready to make an impact we want to hear from you!
The consultant will support the backtest and MPM process. Specific Responsibilities
Design develop and maintain backtest model.
Assist with backtest reporting and diagnostics
Assist with ad hoc model risk analyses as needed
Qualifications
5 years of working experience and must have 3 years of handson experience in quantitative models research with deep understanding on VaR and backtesting as well as statistical applications.
Excellent communication skills both oral and written.
Must have excellent interpersonal skills
Selfmotivated and able to work independently.
Have a general knowledge about the financial market products risk management (such as VaR modeling) and risk metrics (such as backtesting).
Solid programming skills in data processing language such as SQL Python.
A Masters degree in a quantitative field preferably in applied economics econometrics statistics or financial engineering PhD with similar background is preferred.
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