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DTI (Diversified Technology Inc.) · 1 day ago

Quantitative Risk Management Consultant

New York, NY

Contract

Onsite

Mid Level

$62.44/hr - $62.44/hr

DTI (Diversified Technology Inc.) has an immediate need for a Quantitative Risk Management Consultant for a 12+ Months contract. The candidate will assist the Clearing Department on day-to-day activities in support of the quant risk team, which is responsible for developing, analyzing, and back-testing models for clearing initiatives.

Information Technology & Services

Hiring Manager

Amit Kumar

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 SkillsCommunication 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