Model Validation Quantitative Analyst

Date
05/07/2018
Location
New York, NY
Compensation
N/A

Requirements:

  • 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.

Contact Details:

Kristjano Dardha

Direct: 914-595-5754

Email: Kdardha@madisondavis.com