Quantitative Analyst / Model Validation Quant Analyst Job in New York 10004, New York Us
1. Perform model validation across various asset classes.
2. Suggest enhancements to existing risk models.
3. Back test risk models over historical data.
4. Set up processes to improve existing model validation process infrastructure.
5. Review and Validate Risk management models; and Interest Rate models.
6. Develop algorithmic strategies using C++, Matlab for financial or health care industry.
7. Use Interest Rate Models to analyze portfolio risks.
8. Analyze portfolio hedging strategies with Interest rate derivatives.
9. Conduct equity portfolio risk analysis using VaR and Stress Testing methodologies.
Master’s degree or equivalent in Mathematics or similar quantitative field +_6 months experience in duties. Must have at least one semester course in: (1) Fixed Income Securities; and (2) Futures and Options.
Contact:
Pyxis Solutions
55 Broad Street, 14th Fl
New York, NY 10004