Client: One of the predominant US financial regulatory institutions
Title: Model Validation Engineer
Location: Hybrid Onsite (Chicago IL) 3 days/week Mandatory
Contract: 12 months
Target Rate: 85/hr C2C
Visa Status: USC, GC, H4
Summary of 'Must Have' Skills:
* Proven experience in Production Environment, Continuous Integration Cycles
* Agile Environment experience
* Object Oriented Design/Development expertise
* 5yr+ experience in C#/.Net Design Development
* SQL
* Time Series Analytics
* Data Analytics skills (telling the story with data)
* Statistical Visualization experience
* Large Financial Data Sets experience (Trading, Commodities, Interest rates, Etc.)
* Must have excellent verbal and written communication skills .
Responsibilities and Requirements:
- Maintain and service the Model Validation Group Servers.
- Design and maintain systems for the manipulation and visualizations of data to support model back testing.
- Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
- Need 5+ years production-level programming background.
- Language preferred; C#, .Net
- Software design: effective application of design patterns, expertise in object-oriented design
- 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.
- Recreate production analysis in various test environments.