| Required Quantitative Analyst in JerseyCity or Dallas,TX(USC,GC) at Dallas, Texas, USA |
| Email: [email protected] |
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http://bit.ly/4ey8w48 https://jobs.nvoids.com/job_details.jsp?id=587400&uid= From: Arun, KPG [email protected] Reply to: [email protected] Hello Please share your updated resume to [email protected] Role Quantitative Analyst Location JerseyCity or Dallas,TX(Hybrid) Duration 6 Months+ Interview - Video 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 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 flexability 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 Texas http://bit.ly/4ey8w48 https://jobs.nvoids.com/job_details.jsp?id=587400&uid= |
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| 08:14 PM 30-Aug-23 |