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Informatic Technologies, Inc. · 1 day ago

Quantitative Risk Analyst

New York, NY

Contract

Onsite

Mid Level

$50/hr - $55/hr

Informatic Technologies, Inc. is seeking a Quantitative Risk Analyst for a long-term contract with one of their financial clients. The role involves conducting code release testing, historical data validation, and model validation for risk analysis.

AnalyticsBig DataManagement Consulting

Hiring Manager

Pankaj Mishra

Responsibilities

Daily responsibilities include code release testing for all Client's code releases, 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 analysisRisk modelingPythonC++/C#RVBASQLFinancial markets knowledgeCommunication skillsDocumentation skills

Required

Strong quantitative and analytical background

Excellent programming, communication, and documentation skills

Knowledge of financial markets

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

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