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Senior Quantitative Analyst

Company: Horizon Staffing
Location: Jersey City
Posted on: March 20, 2023

Job Description:

  • Perform Backtest and work on its enhancement.
  • Work closely with quant groups and risk managers to proactively identify model issues and provide suggestions and solutions to enhancing the model performance monitoring and Backtest.
  • Perform ad hoc model performance analysis and deficiency driver 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 benchmark/alternative models for performance monitoring and Backtest purposes.
  • Interact with auditors and regulators during examinations.
  • 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 front 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, SAS, Access, VBA, etc.
  • Knowing C++ is a plus
  • Must have excellent oral and written communication skills, interpersonal skills and must be able to work in an efficient and organized way, both independently and under pressure
  • Motivated and have a sense of accountability and ownership. Proactively think of solutions and resolve problems

Keywords: Horizon Staffing, Jersey City , Senior Quantitative Analyst, Accounting, Auditing , Jersey City, New Jersey

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