Senior Quantitative Analyst

Centurion Analytics, LLC is seeking an experienced QUANTITATIVE ANALYST to support our client in Jersey City, New Jersey.

Responsibilities:

The Senior Quantitative Analyst shall work in enhancing the Backtesting program across all CCPs and DTC, which may consist of: (1) governance control, (2) design, implement, and maintain Backtesting system, (3) BackTesting methodology changes.

General Duties Include But Are Not Limited To:

Perform Backtest and work on its enhancement.

Work closely with quant groups and risk managers to proactively identify model issues and provide suggestions and solutions to enhance the model performance monitoring and Backtest.

Perform ad hoc model performance analysis and deficiency driver analysis for Backtest.

Be accountable for the Backtest program. Review and sign off on the numbers that are used for generating management and regulatory reports.

Design the benchmark/alternative models for performance monitoring and Backtest purposes.

Interact with auditors and regulators during examinations.

Requirements

A Ph.D. or a Master s degree in quantitative finance, economics, or other quantitative fields. A Ph.D. is preferred.

3-5 years of relative experience, ideally in risk analytics, model validation or front office quant modeling.

Prior experience of quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling/back testing approaches.

Strong programing skills in languages such as SQL, Python, R, SAS, Access, VBA, etc.

Knowing C++ is a plus.

Must have excellent oral and written communication skills, interpersonal skills and must be able to work in an efficient and organized way, both independently and under pressure.

Motivated and have a sense of accountability and ownership. Proactively think of solutions and resolve problems.

Please submit a cover letter to be considered for this position.

Benefits

Centurion Analytics, LLC is an equal opportunity employer and does not discriminate against any employee or applicant for employment because of race, religion, color, sex, national origin, age, disability, or any other basis prohibited by state law relating to discrimination in employment.

A Ph.D. or a Master s degree in quantitative finance, economics, or other quantitative fields. A Ph.D. is preferred. 3-5 years of relative experience, ideally in risk analytics, model validation or front office quant modeling. Prior experience of quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling/back testing approaches. Strong programing skills in languages such as SQL, Python, R, SAS, Access, VBA, etc. Knowing C++ is a plus. Must have excellent oral and written communication skills, interpersonal skills and must be able to work in an efficient and organized way, both independently and under pressure. Motivated and have a sense of accountability and ownership. Proactively think of solutions and resolve problems. Please submit a cover letter to be considered for this position.