Our client in San Francisco, CA is looking for a PhD in Economics or in Finance for a 12 months contract position.
Perform quarterly execution and performance monitoring of EC models, analyze the model results and provide quantitative analysis in case model performance warning flag is triggered.
Ongoing model development , investment return tail return models, interest rate models
Meticulously document the thought process and the execution processes of EC models to meet the requirements of internal and external regulators and auditors, perform R&D to address all the findings from these regulatory bodies
Programming skills: R preferred, C++/Matlab experience over 3 years acceptable
Familiarity with fundamentals of time series analysis, finance and investment theories, probability theory
Ability to perform independent analysis, not just churning numbers
Ability to pro-actively discern issues, and come up with a to do list on his/her own, and can deliver upon their to do list
Econometrics knowledge if not familiar with time-series
Be able to demonstrate that he/she has delivered a product, outline the thought process, execution and ability to meet deadlines, and during the interview can describe one project that they carried out from a conceptual beginning to an execution/monitoring end.
If interested, please share your resume: email@example.com