NYTP Requirement for Quantitative Analyst in Chicago, IL on Cont

WORK TO BE PERFORMED:Working within the Model Validation function, will be involved in the following:Maintain and service the Model Validation Group Servers.Design and maintain systems for the manipulation and visualizations of data to support model backtesting.Design, implement, and maintain data storage and retrieval methods for high-volume financial data.Create documentation for new code and test cases.Manage GIT repositories for the model validation group.Implement and manage model change impact tests and model stress tests.Recreate production analysis in test environments SKILL AND EXPERIENCE REQUIRED: Scientific programming and strong mathematical backgroundMust be able to evidence proficiency in technical or scientific writingMust be able display evidence of proficiency in clean code software development that is applied to develop risk management solutionsMust have excellent verbal and written communication skillsAt least 3 years of production-level programming background preferredJava or C#/.Net (at least 3 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design: effective application of design patterns, expertise in object-oriented designMasters degree required; PhD preferred in a highly quantitative subjectAcademic or working experience in numerical algorithms, statistical techniques, and financial models preferred.Knowledge and Experience with financial data and large financial data sets.Knowledge of commonly traded derivatives and derivatives pricing theory desired