Senior Quantitative Analyst

Posted on May 18, 2019 by Request Technology - Craig Johnson

Virginia, VA
Information Technology
Immediate Start
$125k - $140k Annual
Full-Time

*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.

Responsibilities:

Technical Validation

  • Conduct technical validation of models, including writing a detailed model validation report.

Model Governance

  • Follow model governance procedures and requirements.
  • Remediate regulatory findings and address audit feedback

Qualifications:

  • 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

Reference: 708094286

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