Senior Quantitative Model Developer and Research

Responsibilities

• Use modeling and statistical techniques to evaluate credit and market risk models
• Explains/Defend models and theory assumptions
• Supports model validation requests
• Interact directly with Model Validators and Regulators
• Lead the process to develop required model enhancements

Requirements

• Graduate degree in Mathematics, Quantitative Analysis, Statistics, Operations Research, Financial Engineering, or any other quantitative field
• 3 years of experience doing quantitative research, risk management, or any other quantitative related work
• Proficient in Python, C/C++, SQL
• Experience with Asset/Liability
• Strong communication skills