Description
Contract - Model Validation
Rate: Open
Location: Chicago, IL
Hybrid Role: 3 days remote, 2 days in-office
Contract Length: 18 months
*We are unable to provide sponsorship for this role*
A prestigious financial company is looking to fill a Contract - Model Validation role that will Design and maintain systems for the manipulation and visualizations of data to support model back testing.
Qualifications
- Java or C#/.Net (at least 3 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design: effective application of design patterns, expertise in object-oriented design
- Master's degree required or
- PhD preferred in a highly quantitative subject (will substitute for work experience)
- Academic or working experience in numerical algorithms, statistical techniques, and financial models preferred.
- Knowledge and Experience with financial data and large financial data sets.
- Knowledge of commonly traded derivatives and derivatives pricing theory desired
- Must be able to evidence proficiency in technical or scientific writing
- Must be able do evidence proficiency in clean code software development
Responsibilities
- Maintain and service the Model Validation Group Servers.
- Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
- Create documentation for new code and test cases.
- Manage GIT repositories for the model validation group.
- Implement and manage model change impact tests and model stress tests.