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Informatic Technologies, Inc. · 2 days ago

Quantitative Risk Analyst

New York, United States

Contract

Onsite

New Grad, Entry Level

Informatic Technologies, Inc. is seeking a Quantitative Risk Analyst to assist the Clearing Department with day-to-day activities supporting the quant risk team. The role involves developing, analyzing, and back-testing models for clearing initiatives, as well as conducting research and analyzing problems to produce high-quality results.

AnalyticsBig DataManagement Consulting

Hiring Manager

Anand A

Responsibilities

Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing

The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time

Qualification

Quantitative Risk ModelingStatistical ModelsProgramming LanguagesFinancial Markets KnowledgeAdvanced Derivatives ModelingAnalytical BackgroundCommunication SkillsDocumentation Skills

Required

Masters (and above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline

Strong quantitative and analytical background

Excellent programming, communication, and documentation skills

Knowledge of financial markets

Experience with programming languages such as C++/C#, R, VBA, Python, and SQL

Preferred

Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management

Knowledge in advanced derivatives modeling and knowledge of volatility models

Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc

Company

Informatic Technologies, Inc.

Overview We are a Woman Owned Minority National IT Solutions provider and a Systems Integrator, specializing in Digital Transformation solutions, Data Management/Analytics and GRC Solutions.

Founded in 1996