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Contract Quantitative Risk Management Consultant
Various, Dallas | Tampa | Mclean | Jersey City · Information Technology* We are looking for candidates who are near to McLean, VA or Dallas, TX or Tampa, FL or Jersey City, NJ.
Job Summary
🔍 Contract-to-Hire Opportunity Alert! 🔍
Are you a Quantitative Risk Management guru looking for your next challenge? We've got an exciting opportunity for you!
We're on the hunt for a highly skilled and motivated Quantitative Risk Management Consultant to join our client's Quantitative Risk Management group (“QRM”). 🚀
As part of the QRM team, you'll be responsible for quantitative model development and performance assessment, including model performance monitoring (“MPM”) and backtesting (“BT”). Your expertise will be crucial in ensuring the accuracy and reliability of our client's risk management models and methodologies. 💼
If you're passionate about quantitative risk management and ready to make an impact, we want to hear from you!
The consultant will support the backtest and MPM process. Specific Responsibilities
Job Summary
🔍 Contract-to-Hire Opportunity Alert! 🔍
Are you a Quantitative Risk Management guru looking for your next challenge? We've got an exciting opportunity for you!
We're on the hunt for a highly skilled and motivated Quantitative Risk Management Consultant to join our client's Quantitative Risk Management group (“QRM”). 🚀
As part of the QRM team, you'll be responsible for quantitative model development and performance assessment, including model performance monitoring (“MPM”) and backtesting (“BT”). Your expertise will be crucial in ensuring the accuracy and reliability of our client's risk management models and methodologies. 💼
If you're passionate about quantitative risk management and ready to make an impact, we want to hear from you!
The consultant will support the backtest and MPM process. Specific Responsibilities
- Design, develop, and maintain backtest model.
- Assist with backtest reporting and diagnostics
- Assist with ad hoc model risk analyses as needed
- 5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding on VaR and backtesting as well as statistical applications.
- Excellent communication skills, both oral and written.
- Must have excellent interpersonal skills
- Self-motivated and able to work independently.
- Have a general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as backtesting).
- Solid programming skills in data processing language such as SQL, Python.
- A Master’s degree in a quantitative field, preferably in applied economics, econometrics, statistics or financial engineering, PhD with similar background is preferred.