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- USA
Not Disclosed
Salary Not Disclosed
1 Vacancy
If you are interested please send me updated resume . And please send the answer of screening question .
8.) Can you discuss your experience with quantitative model development and backtesting methodologies highlighting specific projects where you have designed and maintained backtest models to assess the performance of quantitative risk models
9.) How would you rate your proficiency in programming languages such as SQL and Python and can you provide examples of how you have utilized these skills in data processing and analysis within the context of quantitative risk management
Here is JD :
Position : Senior Quantitative Analyst
Location: McLean VA or Dallas or Tampa or Jersey City (Hybrid)
Client : DTCC
Pay : $70/hr on W2
Note: HM is looking for candidates who are near to any DTCC locations (McLean VA or Dallas or Tampa or Jersey City)
Job Summary
We are looking for a consultant to join the Quantitative Risk Management group (QRM) which is responsible for quantitative model development and performance assessment including model performance monitoring (MPM) and backtesting (BT).
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.
Thanks & regards
Nitin Baisla
Sr. Technical Recruiter
TalentMovers Inc.
Cell # 1(703)
Email:
Add: 8200 Greensboro Drive Suite 900 McLean VA 22102
Full Time