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Contract - Model Validation

Posted on May 25, 2022 by Request Technology

Chicago, IL 60601
IT
Immediate Start
Annual Salary
Contract/Project

Contract - Model Validation

Rate: Open

Location: Chicago, IL

Hybrid Role: 3 days remote, 2 days in-office

Contract Length: 18 months

*We are unable to provide sponsorship for this role*

A prestigious financial company is looking to fill a Contract - Model Validation role that will Design and maintain systems for the manipulation and visualizations of data to support model back testing.

Qualifications

  • Java or C#/.Net (at least 3 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design: effective application of design patterns, expertise in object-oriented design
  • Master's degree required or
    • PhD preferred in a highly quantitative subject (will substitute for work experience)
    • Academic or working experience in numerical algorithms, statistical techniques, and financial models preferred.
    • Knowledge and Experience with financial data and large financial data sets.
    • Knowledge of commonly traded derivatives and derivatives pricing theory desired
    • Must be able to evidence proficiency in technical or scientific writing
    • Must be able do evidence proficiency in clean code software development

Responsibilities

  • Maintain and service the Model Validation Group Servers.
  • Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
  • Create documentation for new code and test cases.
  • Manage GIT repositories for the model validation group.
  • Implement and manage model change impact tests and model stress tests.

Reference: 1607428271

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