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Senior Quantitative Analyst 1 - Tampa
at Absolute Opportunities in Florida
Senior Quantitative Analyst 1 - Tampa
Tampa, FL 33603/ Dallas, TX 75203/ Boston, MA 02110/ McLean, VA 22101/Jersey City, NJ 07303/ Washington, DC 20002
Flexible/Hybrid Work Arrangements – We collaborate in the office on Tuesday & Wednesday
Must be a US Citizen or Green Card holder.
The Senior Quantitative Analyst will work on enhancing the Backtesting program across all CCPs and DTC, which may consist of:
Governance and control
Design, implement, and maintain Backtesting system
BT methodology changes
The incumbent will also work on model performance monitoring program enhancement and come up with innovative ideas to unify the model performance monitoring with Back test.
RESPONSIBILITIES:
Perform Backtest and work on its enhancement.
Work closely with quant groups and risk managers to proactively identify model issues and provide suggestions and solutions to enhancing the model performance monitoring and Backtest.
Perform ad hoc model performance analysis and deficiency driver analysis for Backtest.
Be accountable for the Backtest program. Review and sign off on the numbers that are used for generating management and regulatory reports.
Design the benchmark/alternative models for performance monitoring and Backtest purposes.
Interact with auditors and regulators during examinations.
Pay and Benefits:
Competitive compensation, including base pay and generous annual incentive target
Comprehensive health and life insurance and well-being benefits effective day 1 - no waiting period means no out-of-pocket expense for COBRA
Retirement benefits - 401K & DTCC funded pension plan
Paid Time Off and other leave of absence - 25 days of PTO (accrued throughout the year) + 10 paid holidays
Flexible/Hybrid Work Arrangements – We collaborate in the office on Tuesday & Wednesday
QUALIFICATIONS:
A Ph.D. or a Master’s degree in quantitative finance, economics, or other quantitative fields. A Ph.D. is preferred
3-5 years of relative experience, ideally in risk analytics, model validation or front office quant modeling
Prior experience on quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling /back testing approaches
Strong programing skills in languages such as SQL, Python, R, SAS, Access, VBA, etc.
Knowing C++ is a plus
Must have excellent oral and written communication skills, interpersonal skills and must be able to work in an efficient and organized way, both independently and under pressure
Motivated and have a sense of accountability and ownership. Proactively think of solutions and resolve problems
Required Knowledge, Skills, and Abilities: (Submission Summary):
1. A Ph.D. or a Master’s degree in quantitative finance, economics, or other quantitative fields
2. Perform Backtest and work on its enhancement
3. Ability to identify model issues and provide suggestions and solutions to enhancing the model performance monitoring and Backtest.
4. Perform ad hoc model performance analysis and deficiency driver analysis for Backtest.
5. Prior experience on quantitative modeling is preferred and should have a general knowledge about the financial market, products, risk metrics and VaR modeling /back testing approaches
6. Programing skills in languages such as SQL, Python, R, SAS, Access, VBA, etc.
7. 3-5 years of relative experience, ideally in risk analytics, model validation or front office quant modeling
8. Knowing C++ - preferred
9. Must be a US Citizen or Green Card holder.
Reference : Senior Quantitative Analyst 1 - Tampa jobs
Reference : Senior Quantitative Analyst 1 - Tampa jobs
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Published at 11-03-2023
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Viewed: 83 times