Senior Quantitative Analyst - Jersey City, United States - ThemeSoft

Description

Title:
Senior Quantitative Analyst

Hybrid Role
Long term Contractual
Available at following locations - Tampa, FL, Coppell, TX, Mclean, VA, Jersey City, NJ, Boston, MA


Must Have:
At least a Masters Degree.
PYTHON.
XAR.
Coming from a Quant Program.


Job Description:

We are looking for a consultant to join the Quantitative Risk Management group (QRM), which is responsible for quantitative model development and performance assessment including model performance monitoring (MPM) and back testing (BT).

The consultant will support the Backtest and MPM process


Specific Responsibilities:
Design, develop, and maintain Backtest model.
Assist with Backtest reporting and diagnostics
Assist with ad hoc model risk analyses as needed


Qualifications:

5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding on VaR and Backtesting as well as statistical applications.

Excellent communication skills, both oral and written.
Must have excellent interpersonal skills
Self-motivated and able to work independently.

Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as Backtesting).

Solid programming skills in data processing language such as SQL, Python.

A Masters degree in a quantitative field, preferably in applied economics, econometrics, statistics or financial engineering, PhD with similar background is preferred.

Regards,
Purnima Pobbathy
Themesoft INC

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