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Quantitative Risk Management Specialist (R, Python, SQL, Risk) CONTRACT Hybrid

Harris Solutions
Jersey City, NJ
  • Posted: over a month ago
  • Contractor
Job Description
Skills: SQL, Matlab, R, Python, quantitative risk management models and tools, market risk, liquidity risk, and credit risk models.

MUST Have a Linkedin Profile

Onsite from Day 1.

The consultant is primary responsible for designing, developing and testing new quantitative risk management models, while enhancing existing models. The role will also be responsible for ad-hoc studies.

Principal Responsibilities:

  • Work with the team to build and maintain state of the practice quantitative risk management models and tools, including market risk, liquidity risk, and credit risk models.
  • Build prototypes of new models or model enhancements and work with technology teams to implement proposed models.

Knowledge and Skills Required:

  • Understanding of traded products, market conventions, as well as risk measurement for equities and/or fixed income products.
  • Working experience with market risk management models such as Value at Risk and financial time series models.
  • Ability to handle large set of data and data cleansing. Understanding and exposure to data science techniques such as regression, clustering, decision tree etc.
  • Ability to operate autonomously as well as being an effective member of a team.
  • Programming skills in SQL, Matlab or R, Python.

MUST HAVE:

Understanding of traded products, market conventions, as well as risk measurement for equities and/or fixed income products.
Working experience with market risk management models such as Value at Risk and financial time series models.
Ability to handle large set of data and data cleansing. Understanding and exposure to data science techniques such as regression, clustering, decision tree etc.
Programming skills in SQL, Matlab or R, Python

Harris Solutions

Address

Jersey City, NJ
USA

Industry

Science

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