| Senior Quantitative Analyst - USC, GC - HYBRID, Tampa, Dallas, Jersey City, Boston, McLean at Dallas, Texas, USA |
| Email: [email protected] |
| From: Jyoti, kpg99 [email protected] Reply to: [email protected] Role : Senior Quantitative Analyst Client : DTCC Location : Local candidates in any DTCC locations- Tampa, Dallas, Jersey City, Boston, McLean. Must have own laptop Duration : 6+ Months Interview : 1 round interviews on Zoom (video) and then offer. USC & GC Only Job Description : Message Body: Feedback from the manager to help with your candidate search: There are two must have skills for this role 1) Quantitative (math) skill must have solid knowledge of math needed for quantitative finance 2) Programming skill must have strong programming skills, preferably in Python. We also prefer experience in quantitative modeling in the financial market. There are two categories that we found in the past that didnt quite match our role, one is data scientists, and the other is focus in consumer credit. Quantitative role with small flexibility on rate like a few dollars. Can be temp to perm and will be 1-2 years in length. Seeking Quant modeling SQL and programming with strong math. VaR not entirely required but financial services experience preferred. Very hands on, not a manager role. 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 hands-on 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 Self-motivated 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. Keywords: active directory green card |
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| Wed Nov 01 19:51:00 UTC 2023 |