Quantitative Analyst/Engineer - SGA Inc.
New York, NY
About the Job
Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Analyst/Engineer for a contract assignment with one of our premier financial services clients in Irving, TX or New York, NY.
Responsibilities :
SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company EEO page to request an accommodation or assistance regarding our policy
Responsibilities :
- Partners include various working groups, model developers, risk managers, business clients, model validators, Risk IT, internal and external auditors, and regulators.
- Develop and implement methodologies, algorithms and diagnostic tools for testing model robustness, stability, reliability, performance and quality control of modeling data.
- Enhance efficiency and effectiveness of implementation of post model development analytics
- Automate and consolidate ongoing model analysis and the annual model review process across different models,
- Migrate analytics to a production environment as appropriate
- Support various tasks in response to regulatory and internal risk management requirements.
- Develop, maintain and enhance technical documentation including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls.
- Design and implement a framework for model-driven computations on a graph.
- Design and implement a model library for model performance testing.
- Unit testing, reliability, and improving the quality of compute pipelines.
- Learning about Python, its ecosystem, community, and best practices.
- Generate ideas to improve the model and data platform and assisting in their implementation.
- Minimum of a Master's degree in quantitative field (e.g. mathematics, physics, statistics, computer science/computer engineering, financial engineering, etc.)
- 6+ years of relevant experience.
- Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master's degree, CPA, FRM or CFA
- Solid programming skills and experience with statistical and data analysis, modelling techniques and numerical implementations. More specifically experience in Python/C++, Perl, shell scripts in Linux environment and basic database skills in either Oracle or Sybase/SQL. Also working knowledge of a compiled language like C/C++/Java. Exposure to numerical libraries and data processing.
- Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications.
- Ability to multi-task, work well under pressure and committed to deliver under tight deadlines
- Strong written and verbal communication skills, and ability to discuss technical issues with partners.
- Strong interpersonal skills and the ability to foster a collaborative environment. Organized, disciplined and detail oriented with sound problem-solving skills, and the ability to think creatively.
- Keen interest in banking and finance, especially in the field of Risk Management.
- Experience in quantitative finance or a related field, analyzing large and complex data sets, data reliability analysis, quality controls and data processing preferred.
- Experience of one or more of the following is an advantage but not essential: derivative pricing and exotic products; risk management practices and procedures; numerical methods; Monte Carlo simulations; statistical hypotheses testing; trading-book products.
SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company EEO page to request an accommodation or assistance regarding our policy
Source : SGA Inc.