Vacancy expired!
Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Analyst for a contract assignment with one of our premier financial services clients in Irving, TX. Responsibilities :
- Independently research, develop, and implement models for credit risk, market risk, and/or counterparty credit, including risk capital and/or stress testing, macro econometric and time series forecasting models
- Develop, implement and enhance methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance, and quality control of modelling data, e.g., historical market data used for model parameter calibration, and participate in annual model reviews
- Develop, maintain, and enhance technical and non-technical documentation, including project plans, model descriptions, mathematical derivations, data analyses, processes and quality controls
- Work on various assigned tasks in response to regulatory and internal risk management requirements
- 3+ years' experience
- In-depth theoretical knowledge and appreciable practical experience
- Fewer years' experience considered with advanced degrees
- Masters degree (Preferred) in Economics, Finance, or another quantitative field (Mathematics, Engineering, Computer Science, Econometrics, Statistics, etc.) is required.
- Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problemsespecially in banking, finance, or risk managementis required
- Solid programming skills, with experience of statistical/data analysis techniques and numerical implementations and some familiarity of modern software development tools, is required.
- Good written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required
- Highly motivated, with ability to work both independently and collaboratively
- Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines
- Giving careful attention to detail, with capability to deliver high quality results
- Potential to build trusted relationships confidently
- Advanced degree (PhD) is advantageous, as is exceptional academic record (rewards, recognition, etc.)
- Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous
- Experience or knowledge of one or more of the following topics is highly advantageous but not essential: derivative pricing, risk management practices, numerical methods including Monte Carlo simulation, statistical hypothesis testing, banking- or trading-book products, accounting and corporate finance, credit risk modelling, market risk modelling, counterparty risk modelling, risk capital modelling, stress testing
- Specific experience in SAS, Python, R, using statistical packages and regression models, C/C, UNIX, databases, and version control systems is particularly advantageous
- For C12s, actual hands-on experience of quantitative financial modelling (research, development, implementation) and maintaining detailed technical documentation for models, model validation, projects plans and processes, is highly advantageous
Vacancy expired!