Model Validation Quantitative Analyst
LocationNew York, NY
- Minimum of a Bachelors Degree in a quantitative area in Science, Technology, Engineering and/or Mathematics.
- 3+ years of experience in Financial Model Development or Validation or Front Office Quant role.
- Working experience of building or working with financial modeling in risk management or front office.
- Excellent mathematical and statistical ability to solve financial problems that require a quantitative approach.
- Excellent coding skills in a computer/statistical programming language (e.g. Python, R, C++...).
- Good communication skills with the ability to work with front office, model developers and other internal risk management non-quant staff.
- Independently performs advanced quantitative analyses and model development to drive decision-making by running independent quantitative review-and-challenge strategies. Makes recommendations based on analyses.
- Analyzes and develops new model frameworks by supporting the line of business. Refines, monitors, and reviews existing models. Conducts on-going communication with model owners and model developers during the course of the review. Works with larger, more complex datasets to create challenger models.