Senior Quantitative Specialist-Econometrician recruitment
A Major Financial Services Company is seeking a Senior Quantitative Specialist – Econometrician possessing 5+ years of experience in financial data modeling/analysis, experience in working with VaR and a PhD in statistics or econometrics from a leading university. Candidate must has expertise in applied statistics and econometrics, strong knowledge of issues of financial risk management, and strong knowledge of risk models such VaR and other risk measures. This individual must have hands-on experience with R or SAS. Experience with SQL programming is a plus. This position entails being responsible for data modeling, and designing and executing the back tests and stress tests of margining methodology. Candidate will be responsible for developing and enhancing VaR and stress test methodologies, designing additional statistical back-testing measures, and identifying potential model issues by analyzing the results of the back tests and stress tests. Excellent communication and presentation skills required. Please contact Barry for more details.
Please refer to JO# BJF6009; Barry Franklin;
Integrated Management Resources, Inc.; Telephone: (480) 460-4422;
Email: barry@integratedmgmt.com;
PLEASE ATTACH PAPERWORK IN WORD FORMAT.