Model Validation Group
Contract role 6 months - one year…
LOCATION: Chicago, IL
3 days onsite 2 days remote
Looking for a candidate who focuses on Model Validation using C# coding. Degree in math, statistical quant etc. phd preferred must have financial derivatives options big plus you will find them out of labs Fermi, Argonne, etc.
I. WORK TO BE PERFORMED:
- Maintain and service the Model Validation Group Servers.
- Design and maintain systems for the manipulation and visualizations of data to support model backtesting.
- 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.
- Recreate production analysis in test environments
- Scientific programming and strong mathematical background
- Must be able to evidence proficiency in technical or scientific writing
- Must be able display evidence of proficiency in clean code software development that is applied to develop risk management solutions
- Must have excellent verbal and written communication skills
- At least 3 years of production-level programming background preferred
- 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; PhD preferred in a highly quantitative subject
- 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
About Request Technology:
Request Technology, LLC consists of a group of Associate Recruiters, each of whom has an extensive background within the search industry. We fill positions at every level, from entry level to executive. Our specialties have proven to be our strength within the industry; we have successfully filled more than 80 percent of our available positions. With each engagement, we gain a better understanding of an organizations corporate culture and the needs of IT positions within it. Further more, we partner with our clients to match the candidate’s personality with the company culture by learning about the candidate’s background, which companies they have worked for, why they have left organizations and what motivates them to succeed. Thank you for your interest in Request Technology. For additional information, please visit our Web site at www.requesttechnology.com or call me at 630-717-5865. Because we work on a contingency basis, you have no obligation to us until we find you the right candidate. We back this up by offering you a three-month, money-back guarantee. I look forward to working with you and demonstrating for you firsthand why Request Technology is peerless in a highly competitive industry