Quantitative Modeler, Vice President

Tasks

• Analyze model output for correctness criteria
• Build reporting infrastructure for model breaches
• Collaborate with model risk management to approve tests
• Develop LLM based model governance tools
• Develop time series thresholding tests in Python
• Document model methodologies
• Implement fixed income derivative pricing models in C++
• Monitor overnight performance tests
• Run daily model performance monitoring tests

Perks/Benefits

• Comprehensive health benefits
• Education reimbursement
• Family support programs
• Flexible time off
• Retirement investment

Skills/Tech-stack

C++ | Git | LLM | Linux | Python | Time Series