Quantitative Finance Analyst

Quantitative Finance Analyst With Focus On Risk Model Validation

18+ months contract

Location: Chicago, IL or Dallas, TX or Jersey City, NJ or Washington, DC(Hybrid 1-2 DAYS A WEEK ON SITE)

GCs, USCs

This Is Not A Developer Role, Although Solid Hands-On Programing Skills Are Required!

Work Details:

• Review and validate quantitative Risk Model documentation
• Verify accuracy and reliability of the software implementation of the model
• Develop and implement complex independent tests to validate the model implementation
• Assess the models by ensuring that the data used is valid
• Document validation activities
• Communicate with Quantitative Risk Management about issues and concerns
• Provide Expert Knowledge on recommendations throughout validation processes
• Complete all validation assessments to meet business timelines

Education And Experience:

• Advanced degree in Mathematical Finance, Econometrics, Mathematics, Physics, Chemistry or similar discipline or science with Quantitative Focus
• Quantitative Finance at the level of "Measuring Market Risk" by Kevin Dowd, or similar
• Solid hands-on object-oriented programming and RDBMS skills
• Some experience in MATLAB or R/S-PLUS is desirable
• Excellent verbal and written communication skills!!!