A leading international investment bank is actively building out their highly selective and instrumental Risk Capital team and is looking for a strong quantitative mind to join their team in Dallas! This team offers very broad exposure, working across all areas of risk developing new financial products, and is very hands on in their work! This is a highly visible, small team to be a part of, with direct access and regular access to top leaders within the business and perfect for a junior quantitative candidate looking to jump start their career!
What You Will Be Doing:
Working on the development and enhancement of Risk Capital and Stress Testing models
Testing model performance, and implementing the testing suites for new and historical models
Establishing and enhancing the automated testing processes
Implementing model analytics and model libraries using Python and C++
What We Need from You:
Must have at least a completed master's degree in a mathematical discipline, financial engineering or computer science with 2 years of relevant experience in the finance industry OR a PhD in a completed mathematical discipline
High level proficiency in C++, C, Python, and R
Prior experience with model implementation and integration with technology systems
Experience working with databases, cloud computing, client-server computing, and distributed computing
