Quant Risk Management Analyst

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Analyst for a Contract assignment with one of our premier Financial Services clients in New York, NY (more preferred) or Chicago, IL.

Responsibilities :

• Candidate will assist the Clearing Department on day-to-day activities in support of quant risk team. The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.
• Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Required Skills :

• Strong quantitative and analytical background.
• Excellent programming, communication, and documentation skills.
• Knowledge of financial markets.
• Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
• Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
• Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.
• Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
• Bachelor or Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.

SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at .

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