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Quantitative Analyst

  • Location: New York, 10013
  • Job Type:Contract

Posted 20 days ago

Grow your career as a Quantitative Analyst with an innovative global bank in New York, NY. Long-term contract with excellent growth potential. Will be required to work onsite 2-3 days per week. Will create novel approaches to build a computational framework to convert risk model specifications into implementations, test them for accuracy, and create analytics.
 
Responsibilities:
  • Implement models for credit risk and stress testing using sound numerical and computational techniques.
  • Develop methodologies, algorithms and diagnostic tools for testing model implementation stability and performance.
  • Present the model, technology platform and tools to business risk managers, clients, and partners, and engage them in analysis and interpretation of results, incorporating their feedback as appropriate into the implementations.
 
Qualifications:
  • Ph.D. or a Master’s degree in quantitative field e.g., Physics, Engineering, Mathematics, Statistics, etc.
  • 3-5 years of writing computational and numerical codes either in research or commercial environments.
  • Fluency in Python/Pandas/NumPy is essential.
  • Any experience writing implementation in Python for IFRS9/ICAAP and for PD/LGD modeling is desirable.
  • Solid programming skills and experience modeling techniques and numerical implementations.
  • Fluency in Python, Linux, numerical libraries and data processing experience.
  • Experience in numerical and quantitative methods, Monte Carlo simulations and analyzing large and complex data sets.
  • Keen understanding of data reliability analysis and measuring data quality.
  • Interest in developing a career in finance, financial experience is not a requirement.
 
About our client
 
Our client stands as one of the worlds most renowned global banks and trusted brand with over 200 years of continuously evolving financial services. Its teams provide unique insights to more than 200 million clients and enable progress all over the world. While growing your career, you will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Candidates will be responsible for following the client's COVID-19 protocols. Please refer to your MATRIX representative for specifics.

About Us

At MATRIX, we expertly match talented professionals with job opportunities to elevate careers. Since 1983, we have placed thousands of professionals at innovative clients across every industry ranging from small startups to Fortune 50 companies. It’s why we’re consistently in the top 25 of all U.S. IT staffing firms and why our consultants rate us well above the industry average, earning us ClearlyRated's Best of Staffing awards year after year. People come to us for a job, and stay with us because of our top-notch consultant care.

MATRIX is and Equal Employment Opportunity employer and provides reasonable accommodations for qualified individuals.  Supporting medical or religious documentation will be required where applicable. If you are a qualified individual with a disability, you may request a reasonable accommodation under the American Disability Act (ADA) by emailing MATRIX_HR@MatrixRes.com. To ensure a quick response to your request, please use the words “Accommodation request” as the subject line of your email.