Senior Quantitative Model Developer

Selby Jennings • indianapolis, in, us • 2m ago

Responsibilities

Use modeling and statistical techniques to evaluate credit and market risk models
Explains/Defend models and theory assumptions
Supports model validation requests
Interact directly with Model Validators and Regulators
Lead the process to develop required model enhancements

Requirements

Graduate degree in Mathematics, Quantitative Analysis, Statistics, Operations Research, Financial Engineering, or any other quantitative field
3 years of experience doing quantitative research, risk management, or any other quantitative related work
Strong Understanding of Theoretical space
Proficient in Python, C/C++, SQL
Experience with Asset/Liability
Strong communication skills

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