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
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