Senior Quantitative Analyst
Job Title:
Senior Quantitative AnalystLocation:
Dallas or Tampa or Boston or Jersey City, NJ - Must be Local - HybridDuration:
6
Months Contract to Hire -Visa:
USC,GCRate:
$70/Hr.
on W2Client:
DTCCKey Skills:
SQL, Python, financial market, products, risk management (such as VaR modeling) and risk metrics (such as backtesting).
, quantitative models, researchExperience required:
5 Years
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.
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 Master's degree in a quantitative field, preferably in applied economics, econometrics, statistics or financial engineering, PhD with similar background is preferred.
Please ask this question to candidate.
1.
) Please describe your proficiency in using SQL and Python for data processing in your previous roles.
Recommended Skills Communication Data Processing Diagnostic Skills Financial Engineering Interpersonal Skills Metrics Estimated Salary: $20 to $28 per hour based on qualifications.
Senior Quantitative AnalystLocation:
Dallas or Tampa or Boston or Jersey City, NJ - Must be Local - HybridDuration:
6
Months Contract to Hire -Visa:
USC,GCRate:
$70/Hr.
on W2Client:
DTCCKey Skills:
SQL, Python, financial market, products, risk management (such as VaR modeling) and risk metrics (such as backtesting).
, quantitative models, researchExperience required:
5 Years
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.
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 Master's degree in a quantitative field, preferably in applied economics, econometrics, statistics or financial engineering, PhD with similar background is preferred.
Please ask this question to candidate.
1.
) Please describe your proficiency in using SQL and Python for data processing in your previous roles.
Recommended Skills Communication Data Processing Diagnostic Skills Financial Engineering Interpersonal Skills Metrics Estimated Salary: $20 to $28 per hour based on qualifications.
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