Overview
Skills
Job Details
Location: New York, NY (Hybrid)
Employment Type: Contract
Compensation:
Pay Range: $49.00-$70.00 Per HR
Description:
Engage in projects related to market risk analytics.
Contribute to the development of models for market risk exposure quantification.
Implement, resolve issues, and enhance existing models.
Calibrate parameters and conduct variance analysis for model outputs.
Conduct ongoing model analysis, including backtesting.
Maintain comprehensive technical documentation.
Respond to regulatory and internal risk management requirements.
Key Responsibilities:
Support market risk analytics projects.
Develop critical market risk models.
Implement new models and resolve production issues.
Calibrate model parameters and perform variance analysis.
Conduct ongoing model analysis, including backtesting.
Develop and maintain technical documentation.
Support tasks in response to regulatory requirements.
Qualifications:
Master's Degree in STEM or quantitative fields with 2 years of experience.
Consideration for fewer years of experience with advanced qualifications.
Strong technical skills with proficiency in a computational language.
Experience with large and complex data sets.
Core Technologies:
Python | R | SQL | UNIX
Contact Information:
Krishna Vasamshetti,
Benefits:
Learn more about our benefits offerings here
EEO Statement:
Learn more about our EEO policy here