Senior Quantitative Financial Modeler
USD 167K-204K Senior-level Full Time
Tasks
- Apply market consistent valuation
- Automate scenario production and delivery
- Build production level scenario systems
- Conduct economic capital scenario modeling
- Develop economic scenario models
- Develop governance and controls for scenario delivery
- Implement production grade quantitative codebases
- Integrate scenarios with databases
- Optimize performance and scalability
- Perform asset modeling for investment risk
- Provide stakeholder insights on scenario rationale and outputs
- Run stochastic simulations
- Support asset/liability management
- Support regulatory capital scenario applications
- Support valuation of complex assets and liabilities
- Validate valuation and risk results
Perks/Benefits
- 401k match
- Adoption Assistance
- Dental insurance
- Holiday pay
- Medical insurance
- Paid parental leave
- Paid time off
- Vision insurance
Skills/Tech-stack
Asset modeling | Asset-liability management | Automated Workflows | Code Development | Controls | Credit Spread Modeling | Credit spread | Database Integration | Economic Capital | Economic scenario modeling | Equity Return Modeling | Financial Modeling | Governance | Inflation Modeling | Interest Rate | Interest rate modeling | Liability management | MATLAB | Market consistent valuation | Performance optimization | Production Code | Production Code Development | Python | R | Rate modeling | Regulatory Capital | Risk Management | SAS | Scenario Modeling | Snowflake | Stochastic Modeling | Stochastic Simulation | Testing | Version control | Volatility modeling
Education
Master of Engineering | Master of Finance | Master of Science | PhD
Regions
Countries
States
Related jobs
-
Advanced Analytics Modeler USD 86K-149KDecision Trees | ETL | Neural Networks | Python | R401k match | Dental insurance | Employee assistance program | Equipment provided for home office | Health insuranceEntry-level Full TimeMadison, WI, United States1d ago
-
Quantitative Research & Model, Senior Advisor USD 155K-237KAgile | Artificial Intelligence | Cloud Computing | Energy Markets | Exotic options401k match | Dental insurance | Health insurance | Hybrid work | Life insuranceSenior-level Full TimeHOUSTON, US, 770562d ago
-
Statistical Modeler USD 141K-190KCloud Computing | Data Mining | Database Design | Explainable AI | Machine LearningHybrid workSenior-level Full TimeLos Angeles, California, United States; New …3d ago
-
Predictive Analytics Modeler USD 107K-150KArtificial Intelligence | Data Cleansing | Data Lakes | Data Mining | Data WarehousingCasual dress code | Flexible work environment | On-site gymMid-level Full TimeReno, Nevada, United States4d ago
-
Energy Market Analytics Manager USD 125K-165KBasis Risk | Basis Risk Analysis | Congestion analysis | Cost modeling | Curtailment analysis401k match | Health insurance | PTOMid-level Full TimeAustin, Texas, United States; Miami, Florida, … R12d ago
-
Senior Snowflake Data Modeler - Investment Analytics USD 165K-216KAccess Control | Business glossary | Data Governance | Data Lineage | Data QualitySenior-level Full TimeNashville, Tennessee, United States15d ago
-
Consumer Behavior Modeler II USD 88K-144KAgent Frameworks | Agent Orchestration | Agent systems | Artificial Intelligence | Cloud ComputingMid-level Full TimeCharlotte, United States21d ago
-
Computational Fluid Dynamics Modeler USD 127K-175KComputational Fluid Dynamics | Data Analysis | Finite Element Methods | Finite element | Fluid Dynamics401k retirement plan | Dental insurance | Disability benefits | Educational assistance | Employee assistance planSenior-level Full TimeOak Ridge, TN, US, 3783024d ago
-
Computational Fluid Dynamics Modeler (Early Career) USD 115K-150KComputational Fluid Dynamics | Finite Element Methods | Finite element | Fluid Dynamics | High PerformanceDental insurance | Disability benefits | Educational assistance | Employee assistance program | Flexible work hoursEntry-level Full TimeOak Ridge, TN, US, 3783027d ago
-
Artificial Intelligence | C plus plus | Electronic markets | Grid computing | KDBMid-level Full Time1585 Broadway- NY, United States28d ago
-
AVP, Quantitative Modeler USD 155K-181KDashboarding | Data Mining | Data Quality | Data quality analysis | Expected Credit LossExecutive-level Full TimeWilmington, 125 South West Street, United …30d ago
-
Senior Data Modeler USD 130K-149KAPI Management | Automated testing | Azure | Azure Data | Azure Data FactorySenior-level Full TimeLOUISVILLE, KY, United States1mo ago
-
C++ | Data Validation | Econometrics | Financial Modeling | Large DatasetsFlexible time off | Healthcare | Hybrid work model | Leave benefits | Retirement benefitsMid-level Full TimeNY7 - 50 Hudson Yards, New …1mo ago
-
GenAI Data Modeler USD 100K-129KAgile | Data Analysis | Data Architecture | Data Governance | Data ManagementMid-level Full Time2002 Summit Boulevard NE, Atlanta, GA, …1mo ago
-
CPLEX | Data Analysis | Economic analysis | Energy market | Energy market designCollaborative environment | Flexible work arrangements | Professional growth opportunitiesSenior-level Full TimeNationwide Remote Office (US99), United States R1mo ago