| HIRING NOW::Acadia Risk Engineer::REMOTE at Remote, Remote, USA |
| Email: [email protected] |
| From: Sam, Vyze Inc [email protected] Reply to: [email protected] Acadia Risk Engineer Remote is USA Any Visa Skype JD Must have: Minimum degree of Master or PhD in quantitative fields is required, with at least 3-5 years of relevant experience. Must have hands-on experience with Acadia The candidate must have strong quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communications skills. Must have experience implementing complex market or credit risk quantitative modelling for OTC derivatives using programming languages (such as Python and C++) as well as mathematical/statistical software packages. Knowledge of derivatives pricing models (Black Scholes, Hull White), Monte Carlo simulation, and risk model back testing experience is also a must. Nice to have: The candidate is preferred (a plus) to have experience in credit risk modelling and is familiar with credit risk concepts such as PFE (Potential Future Exposure), CSA, MPOR, collaterals IM and VM, and Monte Carlo simulation of long-time horizons. Keywords: cplusplus |
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| Tue Feb 27 08:39:00 UTC 2024 |