Contract - Quantitative Risk Management

25 Mar 2024

Vacancy expired!

Contract - Quantitative Risk ManagementRate: OpenDuration: 12+ monthsLocation: Chicago, ILHybrid ScheduleOpen to H1B transfer

Qualifications
  • 6+ years of related experience as a goal of those to include.
  • 2 or more years software development experience in C, Java, C#, solid object-oriented programming skills, MS SQL Server database, or similar current modern technology
  • Some work or experience in Matlab or R/Splus desirable
  • Advanced degree in mathematical finance, econometrics, mathematics, physics, chemistry or similar discipline or science with quantitative focus
  • Quantitative finance at the level of “Measuring Market Risk” by Kevin Dowd, or similar

Responsibilities
  • Review and validate quantitative risk model documentation
  • Verify accuracy and reliability of the software implementation of the model
  • Develop and implement complex independent tests to validate the model implementation
  • Develop and implement independent models to benchmark company production models
  • Assess the models by ensuring that the data used is valid
  • Document testing activities
  • Document validation activities
  • Communicate with Quantitative Risk Management and other departments about issues and concerns
  • Provide expert knowledge on recommendations throughout validation processes
  • Create logical and innovative solutions to complex problems
  • Complete all validation assessments to meet strict business timelines

  • ID: #49541869
  • State: Illinois Chicago 60642 Chicago USA
  • City: Chicago
  • Salary: Depends on Experience
  • Job type: Contract
  • Showed: 2023-03-25
  • Deadline: 2023-05-23
  • Category: Et cetera