Senior Quantitative Analyst

Note:  We are looking for candidates who are near to any of this locations (McLean, VA, Dallas, Tampa or Jersey City)
Job Summary We are looking for a consultant to join the Quantitative Risk Management group ("QRM"), which is responsible for quantitative model development and performance assessment, including model performance monitoring ("MPM") and back-testing ("BT").
The consultant will support the back-test and MPM process. Specific Responsibilities: • Design, develop, and maintain back-test model.
• Assist with back-test reporting and diagnostics
• Assist with ad hoc model risk analyses as needed
Qualifications: • 5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, and deep understanding on VaR and back-testing as well as statistical applications.
• Excellent communication skills, both oral and written.
• Must have excellent interpersonal skills
• Self-motivated and able to work independently.
• Have general knowledge about the financial market, products, risk management (such as VaR modeling) and risk metrics (such as backtesting).
• Solid programming skills in data processing languages such as SQL and Python.
• A Master's degree in a quantitative field, preferably applied economics, econometrics, statistics, or financial engineering, or a or a PhD with a similar background is preferred.