Quantitative Modeler, Associate

Tasks

• Build model testing framework
• Conduct model backtesting and validation
• Develop portfolio risk models
• Perform value at risk analysis
• Represent and present models and analytics
• Run portfolio stress testing and scenario analytics
• Streamline development of new portfolio risk models
• Support model governance workstreams

Perks/Benefits

• Comprehensive healthcare
• Flexible time off
• Hybrid work model
• Retirement plan
• Tuition reimbursement
• Working parents support

Skills/Tech-stack

At risk | Backtesting | Covariance Estimation | Data Quality | Data Quality Controls | Data sets | Econometrics | Large Data Sets | Large data | MATLAB | Machine Learning | Model Validation | Portfolio Stress Testing | Project Management | Python | Quality Controls | R | Risk Management | Scenario Analysis | Statistical modeling | Stress Testing | Time Series | Value-at-Risk | Volatility estimation