Quantitative Analyst - SGA Inc.

Tampa, FL

About the Job

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Analyst for a contract assignment with one of our premier financial services clients in Tampa, FL.

Responsibilities :

Develops, enhances, and validates the methods of measuring and analyzing risk and addresses deficiency of current counterparty credit risk models.
Performs rigorous ongoing model performance tests for all counterparty credit risk model production regularly by means of backtesting, impact analysis, statistical analysis, etc.
Enhances BAU backtesting to meet the regulatory guidelines.
Prepares detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
Present key findings in model development and enhancement to senior management and supervisory authorities.
Support trading book credit risk management: calculate portfolio level counterparty exposure such as EPE, EAD, CVA, used for both internal risk management, regulatory capital calculation and stress testing.
Develops unified library package to automate the ongoing model performance monitoring and create related unit tests for coding quality assessment.
Develops tutorials and documentation for widespread library usage among quantitative risk team members and risk managers.

Required Skills:

Master's degree in quantitative field (e.g. quantitative finance, finance engineering, economics, computer science, statistics, mathematics, engineering, etc.) with 2 years of relevant experience OR Ph.D. degree in quantitative field (e.g. quantitative finance, finance engineering, economics, computer science, statistics, mathematics, engineering, etc.) with research experience in modeling and numerical simulation
Proficiency in programming language (e.g. Python, R, C++, shell scripts) is required
Solid knowledge in applied mathematics, statistics, numerical methods.
Experience in analyzing large and complex datasets.
Experience in developing and maintaining detailed technical documentation for models, model validation, project plans and processes.
Proficient in Microsoft Office with an emphasis on MS Excel
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time.

Preferred Skills:

Experience in quantitative finance or a related field preferred

SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at https://sgainc.com/ .

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.