Senior Quantitative Analyst
Posted on May 18, 2019 by Request Technology - Craig Johnson
*10-15% Bonus eligible*
Prestigious Enterprise Company is currently seeking a Senior Quantitative Analyst. Candidate will perform model reviews to evaluate and manage model risks associated with capital market models. The objective of the role is to create and execute a complete model validation within the Enterprise Model Risk group with the purpose of enhancing a consistent model review process.
- Conduct technical validation of models, including writing a detailed model validation report.
- Follow model governance procedures and requirements.
- Remediate regulatory findings and address audit feedback
- PhD in quantitative finance, statistics or a related quantitative field; or Master's degree with equivalent work experience
- Coursework or work experience applying predictive modelling techniques from finance, statistics, mathematics, data science, and computer programming to large data sets. Qualifying coursework may include--but is not limited to-statistics, mathematical programming, optimization, machine learning, computational methods, design and analysis of algorithms, Bayesian methods, derivatives, and Monte Carlo methods/modelling.
- Coursework or work experience writing statistical and/or optimization programs to develop models and algorithms. Programming languages may include--but are not limited to--Python, R, SQL, Java, SAS, and MATLAB.
- Strong written and verbal communication skills
- Strong modelling and analytical skills
- Knowledge of capital markets