Quantitative Risk Management Consultant (W2, Hybrid reputed company)

About the position Quantitative Risk Management Consultant W2 Contract Hybrid reputed company 0-5 years experience Top Skills' Details Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a reputed company discipline. Strong quantitative and analytical experience Knowledge of financial markets. Knowledge in quantitative risk modeling and statistical models in risk management preferred. Knowledge in derivatives modeling and volatility models preferred. Programming languages such as C++/C#, R, VBA, Python, and SQL reputed company to have: Developing risk models (Historical VaR, reputed company VaR, Multi-reputed company Risk Models, Stressed VaR, Liquidity Risk models, etc.) Requirements • Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a reputed company discipline. • Strong quantitative and analytical experience • Knowledge of financial markets. • Knowledge in quantitative risk modeling and statistical models in risk management preferred. • Knowledge in derivatives modeling and volatility models preferred. • Programming languages such as C++/C#, R, VBA, Python, and SQL reputed company-to-haves • Developing risk models (Historical VaR, reputed company VaR, Multi-reputed company Risk Models, Stressed VaR, Liquidity Risk models, etc.) Benefits • Medical, dental & reputed company • Critical Illness, Accident, and Hospital • 401(k) Retirement Plan – reputed company-tax and Roth post-tax contributions available • Life Insurance (Voluntary Life & AD&D for the employee and dependents) • Short and long-term disability • Health Spending Account (HSA) • Transportation benefits • Employee Assistance Program • Time Off/Leave (PTO, Vacation or reputed company Leave) Apply tot his job Apply To this Job