One of the fastest growing financial services firms in the United States looking to build out their Quantitative Risk team.
The team recently introduced a new generation slate of risk and derivative models and are looking for individuals to research, validate, and develop these models. The client also placed a lot of emphasis on communication skills as this individual will work very closely with stake holders throughout the firm. This individual will work closely with equities, derivatives, options, and futures.
- Evaluate the model risk for various financial and derivative products based on their pricing, margin risk and stress testing.
- Create and examine validation documents.
- Develop and apply standard models and tools for model testing, such as back-testing, following the latest industry standards and innovations.
- Conduct model performance testing, including portfolio back-testing with historical data.
- 7+ years of experience in quantitative modeling.
- Master's Degree in a Quant related field is required; PhD preferred.
- Strong business communication skills; ability to interact with stakeholders.
- Strong Quant skills.
- Efficiency in python and/or C++.