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Risk Model Validation

Eingestellt von Huxley Associates aus Frankfurt am Main

Gesuchte Skills: Matlab, Java, Fortran

Projektbeschreibung

This individual will be responsible for developing, maintaining and validating risk models for quantifying various types of financial risk activities and processes. These models calculate values at risk or economic capitals that are reported to Senior Management and the Board of Directors on a regular basis as a key input to risk management decision making. Models must use methodologies that are theoretically sound, with modeling choices, assumptions and parameters that are justifiable and supportable. The incumbent ensures that model development, implementation, data input, reporting, documentation, validation and maintenance use best practices, adhere to consistency and quality standards, and follow the guidance of corporate policies and procedures and regulatory requirements.

The candidate must have a superb quantitative and analytical background with a solid theoretical foundation coupled with strong programming, documentation and communication skills. They must be extremely focused, detail oriented, results oriented and highly productive. They will have the ability to efficiently and effectively conduct independent research, analyze problems, formulate and implement solutions, and produce quality results on time. The candidate must have excellent scientific and technical documentation and presentation skills, assertiveness & influencing skills. This individual will also need the skills to explain abstract theoretical concepts to a non-expert of the modeling group, market risk, credit risk, collateral risk all modeling team members.

Requirements

* Must have a Master's Degree/PhD preferred (e.g., mathematics, physics, statistics or engineering);
* 3-5 years of academic/industry experience in complex quantitative modeling;
* Experience in numerical analysis and computational methods
* Programming languages (such as C/C++, C#, Java, FORTRAN, MATLAB, SAS)To find out more about Huxley Associates please visit www.huxley.com

Projektdetails

  • Einsatzort:

    Pittsburgh, Vereinigte Staaten

  • Projektbeginn:

    asap

  • Projektdauer:

    Keine Angabe

  • Vertragsart:

    Permanent

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

Huxley Associates

  • Straße:

    Neue Mainzer Strasse 46-50

  • Ort:

    60311 Frankfurt am Main, Deutschland