Engineering-New York-Associate, Quantitative Engineering-039222
Tasks
- Analyze structured and unstructured data for predictive models
- Build and improve financial risk models
- Collaborate with stakeholders on scenario design
- Develop economic and financial scenarios
- Document risk model performance testing approach
- Identify and quantify market credit and liquidity risk vulnerabilities
Perks/Benefits
- N/A
Skills/Tech-stack
Bayesian analysis | C++ | Data Management | Differential Equations | Econometrics | Factor models | Java | Linear Algebra | Linear Regression | Machine Learning | Multivariable Calculus | No Arbritrage Pricing Theory | Numerical Methods | Optimization | Partial differential equations | Pricing theory | Probability | Python | Series analysis | Stochastic Calculus | Time Series | Time Series Analysis
Education
Roles
Regions
Countries
States
Cities
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