Previous Job
Data Modeler
Ref No.: 21-00251
Location: New York, New York
 Master's Degree/PhD in a quantitative discipline, including engineering, mathematics, physics, statistics, econometrics. The candidate must have a superb quantitative and analytical background with a solid theoretical pricing/VaR Modeling/counter-party credit risk modeling foundation coupled with strong programming, documentation and communications skills. 2+ years of experience. Must have experience with complex quantitative derivatives pricing/VaR Modeling/counter-party credit risk modeling, numerical analysis, and computational methods using programming languages (such as Python, C/C++, C#, Java, MATLAB) as well as mathematical/statistical software packages. Must be extremely focused, detail oriented, results oriented and highly productive. Must have a proven track record of being able 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, and the skills to explain abstract theoretical concepts to a non-expert audience in easy-to-understand language.

What are the top 3 skills -Derivative pricing, market risk VaR modeling and counter-party credit risk modeling

For any queries contact Kalyan at 760 463 9309/