Senior Quantitative Analyst (contract)

Job Description

Senior Quantitative Analyst (contract)

A global financial services company that specialises in post-trade market infrastructure is seeking a Senior Quantitative Analyst to join the Quantitative Risk Management group. This group is responsible for quantitative model development and performance assessment including model performance monitoring and backtesting.

You will:

• Design, develop, and maintain backtest model.
• Assist with backtest reporting and diagnostics.
• Assist with ad hoc model risk analyses as needed.

You will have:

• 5 years of working experience and must have 3 years of hands-on experience in quantitative models, research, with deep understanding on VaR and backtesting as well as statistical applications.
• Excellent communication skills, both oral and written.
• Must have excellent interpersonal skills
• Self-motivated and able to work independently.
• Have a general knowledge about the financial market, products, risk management (such as VaR modelling) and risk metrics (such as backtesting).
• Solid programming skills in data processing language such as Python and SQL.

This is a contract position based in Jersey City, NJ. This position operates on a hybrid work setup with 3 days in the office per week.