Data Modeling Specialist

3 weeks ago


New York, New York, United States eFinancialCareers Full time

As a Quantitative Researcher at eFinancialCareers, you will be working on a range of tasks that involve the design and implementation of quantitative frameworks for portfolio risk and stress testing. Your work will encompass solving complex problems through the application of regression and time series models as well as PCA.

Responsibilities
  • Solve complex problems through the application of regression and time series models as well as PCA to identify potential risks in investment portfolios.
  • Design and implement quantitative frameworks for portfolio risk and stress testing to assess potential losses.
  • Liaise with investment teams and risk managers to analyze risk factors and provide recommendations to mitigate potential risks.

To excel in this role, you should have outstanding academics with a MS or PhD in stats / mathematics / physics and 5+ years' experience in quantitative desk support, modelling, pricing, development or related function. You should also possess thoughtful communication and relationship-building skills with the ability to influence change at all levels.

Salary: The estimated salary for this role is $120,000 per year, based on industry standards and location.

Benefits

  • A competitive salary and bonus structure.
  • A comprehensive benefits package, including health insurance, retirement plan, and paid time off.
  • Ongoing training and professional development opportunities.


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