SalaryUSD $40 - $50 40 - 50
W2 Contract RoleJob Description:
- Candidate will assist the Clearing Department on day-to-day activities in support of quant risk team.
- The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.
- Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing.
- The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.
- Strong quantitative and analytical background.
- Excellent programming, testing, communication, and documentation skills.
- Knowledge of financial markets.
- Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
- Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
- Experience with programming languages such as C/C#, R, VBA, and SQL is also required.
- Bachelor or Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
Salesforce Lightning Developer