Data Science Specialist
6 godzin temu
Job Description:
\As a Quantitative Analyst, you will be part of a global team responsible for developing risk models for various financial and operational risks.
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Responsibilities:
\- \
- Developing and maintaining risk models for broad classes of financial and operational risks\
- Validating the performance of risk models using real-world data\
- Supporting the ongoing maintenance of the CCR/XVA library\
- Driving improvements to systems and data infrastructure supporting deployment of CCR/XVA models\
- Assisting in applying risk models in a business-as-usual risk management framework\
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Requirements:
\- \
- 3+ years of experience in similar positions\
- Degree in Math, Physics, Computer Science, or Engineering\
- Good knowledge of Stochastic Calculus applied to quantitative finance and numerical optimization techniques\
- Programming skills: C++, Python, and Linux\
- Fluent English\
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