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Sr. Quantitative Analyst
Ref No.: 18-08688
Location: New York, New York
Dynamic financial firm is looking to hire a Senior Quantitative Analyst, Resource will be part of the Murex Model Validation team in performing Equity Derivative (EQD) pricing model validation. Role requires validating multiple EQD products which will result in detailed model validation reports. Utilize existing documentation template and reports to help address FRB SR 11-7 regulatory commitments. Utilize agreed upon model testing plans to deliver model validation reports with detailed methodology, test data and results.

1 Sr. Quant – Perform model development/validation, SR11-7, Murex, programming language (VBA, Matlab, C++, Python, R), writing skills.
10+ years' experience

Must have:
  • Murex experience
  • Validation of pricing models for Equity Derivatives
  • Experience in documenting model validation reports with findings, test data, results, reference implementations, and execution instructions thereof
  • Consulting background with large bank experience
  • Be able to work within stringent deadlines and effectively communicate test results and project status
  • Between 5 -15 years of model validation experienceTech skills:
    VBA, Matlab, C++, Python, R