A top American investment bank is actively building out its highly selective and instrumental Risk Capital team and is looking for a strong quantitative mind to join them! This team offers very broad exposure, working across all areas of risk with new products, and is very hands-on in their work! This is a highly visible, small team to be a part of, with direct and regular access to top leaders within the business and perfect for a junior quantitative professional looking to jump start their career! This is a great opportunity that can sit in Dallas, TX!
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 the automated testing processes
- Implementing model analytics and model libraries using Python and C++
What We Need from You:
- Either a completed Masters degree in a quantitative discipline and 2 years of experience OR a completed PhD in a quantitative discipline (Mathematics, Financial Engineering or something close)
- Strong technical skills and High-level proficiency in C++, C, Python, Excel VBA
- An understanding of risk capital and stress testing concepts is a plus
- Prior experience with model implementation and integration with technology systems
- Experience working with databases, cloud computing, client-server computing, and distributed computing
