Quant Risk Management Analyst

$0.0 - $0.0

Contract: Independent, W2, Corp-To-Corp

    Job Description

    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 .

    EEO Employer: Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status.