2 дня назад
Global Banking & Markets-New York-Associate, Quantitative Engineering (Quantitative Engineering)
150 000 - 189 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Associate, Quantitative Engineering (Financial Markets and Risk): Developing economic and financial scenarios, predictive models, and quantitative risk analytics for Global Banking & Markets with an accent on financial mathematics, statistical analysis, and scalable data tools. Focus on building and challenging market, credit, liquidity, and model-risk frameworks, analyzing large structured and unstructured datasets, and documenting model performance testing.
Location: New York, NY, United States
Annual base salary: $150,000–$189,000
Company
is a financial services firm with a Global Banking & Markets division.
What you will do
- Develop, implement, and document scenarios using economic and financial variables for businesses across the firm.
- Collaborate with internal stakeholders to analyze user needs and resolve data, model, and implementation issues.
- Analyze structured and unstructured datasets to build predictive models of business-relevant market variables.
- Develop and improve scenarios using financial markets, economics, statistical analysis, and programming expertise.
- Build and challenge risk models and quantify vulnerabilities across market, credit, liquidity, and model risk.
- Create and maintain technical documentation for risk-model performance testing.
Requirements
- Master’s degree in Financial Engineering, Financial Economics, Applied Mathematics, Data Science, Operations Research, or a related field plus one year of relevant experience; or a bachelor’s degree plus two years of relevant experience.
- Experience with C++, Java, or Python.
- Experience developing probability and pricing models using financial mathematics principles.
- Experience with quantitative analysis, advanced econometric or statistical techniques, or machine learning algorithms.
- Experience in risk management, scenario analysis, quantitative risk analytics, factor models, or scalable data management and analysis tools.
- Experience with statistics-driven performance analysis, including linear regression or time-series analysis.
Culture & Benefits
- Equal opportunity employment and nondiscrimination across protected characteristics.
- Position based in the New York office.
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