Quantitative Risk Modeling Consultant - 12+ Month Contract

DTI (Diversified Technology Inc.); New York (NY); On-site; USD 82,656 - 85,411; Full time

Job summary

A leading financial technology consultancy is seeking a Quantitative Risk Management Consultant for a 12+ month contract in New York. The role involves assisting the Clearing Department with quantitative risk activities, including testing models and conducting research. Candidates should possess a Master's degree in a quantitative field and experience with programming languages such as C++, Python, and SQL. Strong analytical and documentation skills are essential for success in this position.

Qualifications

• Masters degree required in a quantitative field.
• Strong understanding of advanced risk modeling preferred.
• Excellent communication and documentation abilities.

Responsibilities

• Conduct code release testing and historical data validation.
• Perform margin, stress testing, and portfolio back-testing.
• Analyze problems and formulate solutions independently.

Skills

Strong quantitative and analytical background

Excellent programming skills

Communication skills

Documentation skills

Knowledge of financial markets

Knowledge in advanced quantitative risk modeling

Experience with programming languages (C++, R, VBA, etc.)

Education

Masters or higher in Computer Science, Financial Engineering, or related fields

Tools

C++

C#

R

VBA

Python

SQL

Job description

A leading financial technology consultancy is seeking a Quantitative Risk Management Consultant for a 12+ month contract in New York. The role involves assisting the Clearing Department with quantitative risk activities, including testing models and conducting research. Candidates should possess a Master's degree in a quantitative field and experience with programming languages such as C++, Python, and SQL. Strong analytical and documentation skills are essential for success in this position.