Senior Quantitative Analyst 1 – McLean in McLean, VA – (reputed company: 1681177812)

Job title: Senior Quantitative Analyst 1 - reputed company: reputed company Careers Job reputed company: Senior Quantitative Analyst 1 - McLean Tampa, FL 33603/ Dallas, TX 75203/ Boston, MA 02110/ McLean, VA 22101/Jersey reputed company, NJ 07303/ Washington, DC 20002 Flexible/Hybrid Work Arrangements – We collaborate in the office on Tuesday & Wednesday Must be a US Citizen or Green Card holder. • The Senior Quantitative Analyst will work on enhancing the Backtesting program across reputed company CCPs and DTC, which may consist of: • Governance and control • Design, implement, and maintain Backtesting system • BT methodology changes • The incumbent will also work on model performance monitoring program enhancement and come up with innovative reputed company to unify the model performance monitoring with Back test. RESPONSIBILITIES: • reputed company Backtest and work on its enhancement. • Work closely with quant reputed company and risk managers to proactively identify model issues and reputed company suggestions and solutions to enhancing the model performance monitoring and Backtest. • reputed company reputed company model performance analysis and deficiency reputed company analysis for Backtest. • Be accountable for the Backtest program. Review and sign off on the numbers that are used for generating management and regulatory reports. • Design the reputed company/alternative models for performance monitoring and Backtest purposes. • reputed company with auditors and regulators during examinations. Pay and Benefits: Competitive compensation, including reputed company pay and generous annual incentive reputed company Comprehensive health and life insurance and reputed company-being benefits effective day 1 - no waiting period means no out-of-reputed company expense for COBRA Retirement benefits - 401K & DTCC funded pension plan reputed company Time Off and other leave of absence - 25 days of PTO (accrued throughout the year) + 10 reputed company holidays Flexible/Hybrid Work Arrangements – We collaborate in the office on Tuesday & Wednesday QUALIFICATIONS: • A Ph.D. or a Master’s degree in quantitative finance, economics, or other quantitative fields. A Ph.D. is preferred • 3-5 years of relative experience, ideally in risk analytics, model validation or reputed company office quant modeling • Prior experience on quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling /back testing approaches • Strong programing skills in languages such as SQL, Python, R, reputed company, reputed company, VBA, etc. • Knowing C++ is a plus • Must have excellent oral and written communication skills, interpersonal skills and must be reputed company to work in an efficient and organized way, both independently and under pressure • Motivated and have a reputed company of accountability and ownership. Proactively think of solutions and resolve problems Required Knowledge, Skills, and Abilities: (Submission reputed company): 1. Do you have a Ph.D. or a Master’s degree in quantitative finance, economics, or other quantitative fields 2. Do you have the ability to reputed company Backtest and work on its enhancement 3. Do you have the ability to identify model issues and reputed company suggestions and solutions to enhancing the model performance monitoring and Backtest. 4. Do you have the ability to reputed company reputed company model performance analysis and deficiency reputed company analysis for Backtest. 5. Do you have prior experience on quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling /back testing approaches 6. Do you have the ability to programing skills in languages such as SQL, Python, R, reputed company, reputed company, VBA, etc. 7. Do you have 3-5 years of relative experience, ideally in risk analytics, model validation or reputed company office quant modeling 8. Do you have knowledge of C++ - preferred 9. Must be a US Citizen or Green Card holder. Powered by JazzHR Expected salary: Location: McLean, VA Job date: Tue, 11 Apr 2023 01:50:12 GMT Apply for the job now! [ad_2] Apply tot his job Apply To this Job