Model Validation Analyst Axioma Inc.
THIS JOB HAS EXPIRED To build out a team to verify the consistency and quality of its multi-asset class risk platform, Axioma is seeking a Quantitative Analyst to verify analytical outputs and work with other senior analysts in designing a set of tests to ensure that the product correct outputs. This position will be based in our New York or Geneva office.
This role offer candidates an opportunity to learn about or advance their knowledge of financial engineering and to work with cutting edge technologies including cloud computing and .NET 4.5
Creating unit tests in code to verify security pricing and financial risk estimation across all asset classes
Collaborating with the research and quantitative development teams
Interacting with clients to discuss quantitative issues, investigating and reproducing the problems they highlight
Skills and Requirements:
Quantitative degree (e.g. computer science, engineering, mathematics, operations research, physics) with some finance industry experience or a graduate degree in financial engineering or as similar program
Strong programming skills, especially on the .NET platform and C# (SQL Server is a plus)
MUST have experience of authoring unit tests written in C# and working with MS-TEST
Understanding of various risk modeling techniques, including the use of factor models and time-series methodologies and asset pricing
Strong oral and written communication skills
Strong ability to solve problems and quickly identify problem resolution
||17 State Street |
New York, NY 10004
THIS JOB HAS EXPIRED