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Quantitative Model Validation, Vice President-Boston, MA

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Matlab

Projektbeschreibung

A leading investment management firm in Boston is looking for an experienced quantitative analyst to join its model validation team within the larger risk management group.

Specifically, you will be responsible for performing validation for all risk management models used within the firm's enterprise risk management group. In the role, you will be working alongside the data validation team to ensure model data integrity. You will also spend significant time testing and confirming the model results in order to ensure all risks are properly identified, analyzed, and captured. As VP in this group, you will be required to report your findings to the model development teams and make recommendations on how to improve the effectiveness of the risk models.

Candidates need to have extensive experience working on model validation teams, preferably within an enterprise risk or related group.

Ideal candidates will have:

* PhD in economics preferred
* 4-5 years of model validation experience and knowledge of model theory
* Solid understanding of C++, SAS, and MATLAB
* Proven ability to manage multiple projects at a time
* Excellent communication skills

If you are interested and wish to apply, please send your CV to Olivia Kent or for any further questions contact 617-248-9560.
To find out more about Huxley Associates please visit www.huxley.com

Projektdetails

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

  • Kategorie:

    IT Entwicklung, Ingenieurwesen/Technik

  • Skills:

    matlab

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland