Financial Modeling Quantitative Analytic Consultant

16 Aug 2024

Vacancy expired!

Level 3Description:Position:Our Wealth Management Technology is seeking to hire a candidate with strong C and Python skills, financial quantitative skills, expertise in analytic pricing model development and its implementation in a production software environment. The position requires working within the WM Strategists (Strats) and Modeling Group, who are responsible for the development and implementation of statistical based models covering a wide range of financial products such as bank deposits, mortgage lending and retail lending. We have an opening for a qualified consultant position to join our fast-paced work environment.The consultant position will require working closely with members of WM Strats Bank Deposit team, responsible for building quantitative models for generating nightly risk analytics, risk reporting and generating analysis to support value added bank deposit pricing strategies. The team develops product valuation models, as well as risk and valuation tools used by various internal groups to better understand risk and to better identify market opportunities.

Responsibilities include:• Work within the WM Strats Bank Deposit team in the development, implementation and enhancement of analytic pricing models• Work within the WM Strats Bank Deposit team in the integration of analytic pricing models within a simulation-based model platform running on a computing grid• Ensure data integrity through – data quality, validation, governance and transparency• Production deployment and model monitoring to ensure stable performance and adherence to standard• Production support, maintenance as well as risk analysis.Skills required:• Master’s degree in computational finance or Mathematical Finance. Ph.D. degree in Mathematics, Engineering or other computational sciences is strongly preferred.• Strong hands-on technology skills are a core requirement. C and Python is required, proficiency in Excel, while Java and Perl programming, and R statistical language experience is a plus.• Experience in quantitative library development with parallel computing is a plus.• Strong demonstrated knowledge in Linux shell scripts.• Strong communication & collaboration skills are required.• At least 5 years work experience in a financial quantitative field.

  • ID: #44913475
  • State: New York New york city 10001 New york city USA
  • City: New york city
  • Salary: Depends on Experience
  • Job type: Contract
  • Showed: 2022-08-16
  • Deadline: 2022-10-14
  • Category: Software/QA/DBA/etc