Hi,
Greetings from Bravens Inc.
We are looking for a Quantitative Analyst to support world's leader in providing IT consulting and software services to the finest global organizations client.
This is a 3-6 months Contract extendible Position based in Chicago IL
Role: Quantitative Analyst
Location: Chicago IL
Duration: 3- 6 months Contract
JD:
Quant Analysis with Swaption and financial domain experience
The Model Validation Analyst will be responsible for functional and integration testing of complex Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics (Sensitivities, Risk Reports, Margin Coverage, etc.). In terms of the asset classes, this role would fit someone with either strong academic knowledge or work experience in OTC (IRS, FX, and CDS) or Commodities/Futures asset classes. In terms of model validation skills, it requires a good knowledge or ability to learn advanced pricing models (Options) and risk methods like Monte Carlo, Volatility Forecasting, Correlation Analysis, Liquidity Risk, etc. Expertise in statistical testing and prior experience with theoretical justifications of Risk Models is also a helpful experience for this role.
This position will also entail significant interaction with the Quantitative Model Development team and help implement and perform continuous validations and enhancements of these risk models. This role would require the ability to multi-task and operate under aggressive deadlines..
Minimal Qualifications:
ü MBA/MS in Financial Engineering, or a quantitative field and possesses strong quantitative, analytical and problem solving skills
ü Academic knowledge related to pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns' distribution, volatility, correlations, etc.)
ü Familiarity with fixed income asset classes – plain vanilla types and derivatives - and market conventions, in at least one of the following (Interest rate Swaps, Swaptions, OTC_FX, CDS, Energy)
ü Exposure to risk/trade capture systems; experience in risk system design or QA; Preference will be given to candidates who have worked in a team on full-cycle projects to implement risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
ü High degree of SQL and Java/C#VBA and Excel skills are also essential.
ü Solid understanding of configuration management and release control process (e.g. GIT repositories, Daily build deployments, etc.)
ü The successful candidate must also possess strong oral and written communication skills.
ü 4+ years of overall financial industry experience
If you find it interesting do send the following details:
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| Highest Educational qualification with Year of Passing and Institute | |
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| Immigration Status - If H1B- name of the employer and H1B Validity | |
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Girish Chavan | Bravens Inc. |Talent Acquisition
Office: 832-344-5515 | Fax: 2814049091 | E Mail: girish@bravensinc.com
25292 Nesting Sq, Chantilly VA 20152
Yahoo ID: girish.bravens Gtalk ID: girishchavan.bravens
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