Quantitative Analytics Manager

Employer
Parallel Consulting, EA Licence No: View Corporate Hierarchy
Location
Washington D.C., USA
Salary
165000 + bonus + package
Posted
Jul 09, 2019
Closes
Jul 12, 2019
Ref
5763869
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Background:

A household name within financial services is looking to expand its Capital Markets in the DC Metro area team with financial analytics experts at different levels. The role will utilise advanced analytics techniques with open source tools and projects will shape campaigns across the country. This position will have a lot of commercial responsibility as well as applying a lot of financial and economic analytical techniques to its data.

Who will you be working for?

Recognised around the world, this major global FS business is hiring down to excellent growth in the team. They can provide full autonomy and free training in all technologies - that alone is worth having a conversation if you want to brush up on the latest AI.

What skills do you need for the role?
  • Strong proficiency in one of the following programming skills - SQL, Python, SAS, Stata, MATLAB, R
  • Advanced Analytics techniques using most up to date tools. (Monte Carlo, Stochastic Calculus)
  • Strong statistical modelling experience (regression, segmentation, CHAID)
  • 4+ years of experience in a Credit Risk/Market Risk/Securitization team
  • To manage counterparty credit risk validation for financing transactions.
  • Strong education from a reputable school

What skills would be nice to have?
  • CFA qualified
  • PPNR/DFAST/CCAR Project experience
  • Java, C#
  • Advanced Modelling skills (Machine Learning, Random Forest, SVM, Deep Learning)

How much is the position paying?

$100,000 - $165,000

Competitive bonus and package

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