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US|Developer (Senior)
Ref No.: 18-07500
Location: Jersey City, New Jersey
Developer
6 month contract
Location Jersey City, NJ



We are looking for a consultant to join the Model Validation and Control group ( "MVC”), which is responsible for all aspects of Model Risk Management ( "MRM”) at our client from model risk governance and control, independent model validation to model performance monitoring ( "MPM”) and backtesting ( "BT”).
MVC manages daily activities and is accountable to the Model Risk Governance Committee ( "MRGC”) for all facets of model risk management
The consultant will support the backtest process.

Specific Responsibilities:
• Design, develop, and maintain backtest system.
• Assist with backtest reporting and diagnostics.
• Assist with ad hoc model risk analyses as needed
Qualifications:
• Minimum of 4 years of Python professional development experience
• AWS experience highly desirable
• Master degree in a technical field
• Prior experience with financial markets and products is a plus.

UPDATE: Please look to view feedback and updated requirement provided by the manager below....

The candidates we saw had strong background in development, however most of their experiences are in the area of data extraction or management, and we would prefer a stronger background in analytical programming,

Specific Responsibilities:
• Provide daily support to backtest process.
• Assist with backtest reporting and diagnostics.
• Assist with ad hoc model risk analyses as needed.
• Design, develop, and maintain backtest system.
Qualifications:
• Minimum of 3 years of analytical programming experience • Python professional development experience • Prior experience with risk analytics or quantitative development • AWS experience highly desirable • Master degree in a quantitative or technical field