Job Number: MS04552Location: NY - New York City
Date Posted: 2018-10-04
Salary Range: $81-100k
Global Investments Division of major player in the Insurance industry is seeking a Quantitative professional to join the Quantitative Analytics team!Company Information:
Name: Financial Services FirmJob Description:
-Join the quantitative analytics team in NYC!
-Focus on quantitative risk analytics and model development
-Assist with the design and play a major role in the implementation of quantitative analytics pertaining to the assessment and management of the company’s investment strategies and risks, including but not limited to valuation of complex asset structures, multivariate stochastic scenario generation, complex financial projections, extreme tail event stress testing, regulatory capital modeling, etc.
- Advance the development of the company’s next-generation investment platform and enterprise-wide risk system by assisting the conversion from their respective prototype models into production ready platforms in C++ or equivalent programming languages, as well as liaise with IT partners to achieve maximum efficiency in the data piping and storageRequirements / Qualifications:
- 1+ years of experience in building advanced quantitative models and databases for large financial institutions such as banks, insurers, fund managers, etc.
- Comprehensive understanding of applications of financial mathematics, statistical methods, quantitative return and risk analytics to investment oriented business problems