Description

You will develop and implement complex analytical models and simulation engines for global macro economies and financial markets.

This role is remote.

Responsibilities

• Implement and maintain production codebases for pricing and risk models.
• Perform theoretical and empirical research to develop new methodologies and calibrate models to financial data.
• Back-test, document, and guide new models through the validation process.
• Analyze existing model estates to identify weaknesses and implement revisions.
• Own model use cases and manage stakeholder requirements.

Required Skills

• 5+ years of industry financial modeling experience.
• Strong knowledge of C++ for writing efficient, performant code.
• Experience in interest rate modeling and the municipal bonds space.
• Strong knowledge of financial mathematics and derivatives.
• Experience with frequentist or Bayesian statistics in time-series analysis.
• Proficiency in Python, Git, Unix, and Matlab.
• Ability to communicate complex technical concepts to non-technical stakeholders.

Preferred Skills

• Knowledge of machine learning and neural networks.
• Experience with model risk governance practices.

Key Skills

Education

Any Graduate