Engineering - Dallas - Vice President, Quantitative Engineering - 049460
Dallas, TX, United States
USD 183K-270K (estimate) Executive-level Full Time
Tasks
- Analyze large structured and unstructured datasets
- Build and refine predictive models for market variables
- Collaborate with stakeholders on scenario design requirements
- Develop and validate risk models
- Identify and quantify market credit and liquidity risk vulnerabilities
- Lead scenario development for economic and financial variables
- Maintain technical documentation for model testing and performance
- Mentor junior and mid-level team members
Perks/Benefits
- N/A
Skills/Tech-stack
Algorithms | C++ | Credit Risk | Data Structures | Financial Mathematics | Java | Linear Algebra | Liquidity Risk | Market Risk | MongoDB | Monte Carlo | Multivariable Calculus | No Arbitraage Pricing Theory | Numerical Methods | Object-Oriented | Object-oriented programming | Pricing theory | Probability theory | Production software | Python | SQL | Scripting | Stochastic Calculus
Education
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