Description

You will design and develop quantitative model analytics frameworks to assess model usage and performance.

Responsibilities

• Create test data sets and portfolio strategies for model validators and regulators.
• Investigate model behavior, perform root cause analysis, and suggest improvements.
• Document methods, techniques, results, and analysis thoroughly.
• Analyze large data sets, including positions, prices, and market/liquidity data.
• Develop and support in-house quantitative R&D platform and analytics tools to automate testing and visualization.

Required Skills

• Master’s Degree or above in math, quantitative finance, physics, statistics, computer science, or a similar quantitative field.
• 7+ years of relevant professional experience.
• Proficiency in Python, SQL, and object-oriented programming (OOP).
• Advanced knowledge of math, including stochastic process, probability theory, and numerical methods.
• Ability to operate in a high-performance, high-velocity environment.
• Strong analytical and organizational skills with attention to detail.
• Strong verbal and written communication skills in English.
• Experience with Python, SQL, and C++.

Key Skills

Education

Any Graduate