Sr. Quant Finance Analyst
|Reference # :||18-01672||Title :||Sr. Quant Finance Analyst|
|Location :||Chicago, IL|
|Position Type :||Direct Placement|
|Experience Level :||Start Date :||02/20/2018|
Eclaro International is currently recruiting for Sr. Quant Finance Analyst for one of our financial services clients.
Responsible for development, maintenance and enhancement of quantitative/analytic models and applications in support of the firm's risk management effort. This role focuses on the development and enhancement of risk analytics. This role often possesses an advanced degree in statistics or another related quantitative discipline.
The client's Global Risk Management organization has an opportunity for a Senior Quantitative Finance Analyst within its Market Risk Analytics group, which is responsible for providing quantitative modeling and analytics support to Global Market Risk Management and Enterprise Capital Management. The candidate is expected, but not limited to perform the following tasks:
• Develop quantitative/analytic models and applications in support of market risk assessment and regulatory capital calculation.
• Provide developmental evidence on statistical assumptions of risk and stress testing models.
• Work with model stakeholders on defining model enhancements/changes, performing testing and impact analysis, and conduct ongoing review and analysis.
• Preparation of developmental evidence and document to support internal and external inquiries.
• Partner with various internal groups including Capital, Risk, Technology and Model Risk Management to provide model transparency and enhancing analytics capability.
• PhD degree in quantitative fields such as statistics, financial engineering, physics, mathematics, computer science, etc.
• 5 to 10 year experience in the finical industry as a quant developer/modeler.
• In depth knowledge of statistical methods and data mining techniques.
• Solid understanding of derivatives pricing.
• In depth understanding of Value at Risk and statistical estimation methods.
• Advanced programming skills in Python and R.
• Effective thinking skills to, independently and proactively, identify/suggest/resolve issues.
• Ability to lead projects executions and work with other members of the quant-developer team.
• Strong communication (both written and verbal) and collaboration skills.
Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.