About this job
Job description
Model Validation Group is responsible of
1. Model validation and benchmarking.
2. Model performance analysis and metrics (e.g. back testing, PAA, calibration error).
3. Stress testing.
4. Ongoing monitoring of model usage and limitations.
5. Assessing and monitoring model risk and compensatory controls.
6. Analysis of performance breaks, control gaps, documentation and escalation to stakeholders.
7. Documentation of model performance and validation controls.
Position description:
We are seeking quantitative developers, both Jr. and Sr. candidates, to join Client Tampas Model Validation Team.
The responsibilities are:
1. Development and implementation of model performance monitoring to assist the Model Validation Team.
2. Designing and building tools on appropriate platforms for model validation and testing.
3. Maintaining proprietary model validation systems. Candidates will work closely with members of the Model Validation Team as well as the Front Office, Product Control, and Risk Management groups.
Qualifications
1. Years of quantitative developer experience: 1 to 3 years for Jr. positions and 4 to 6+ years for a Sr. position.
2. Quantitative developer related degree such as computer science or quantitative finance: Bachelor or Master for Jr. positions; Master or PhD for a Sr. position.
3. Experience in IT Fundamentals such as database structures and system design.
4. In depth programming experience in a variety of languages, such as C++, Python, Java, VBA, and SQL.
5. Solid understanding of Software Development Life Cycle.
6. Strong written and oral communication skills.
7. Proficiency in basic Microsoft Office products (Excel, Word, etc.) Candidates should be strong quantitatively, naturally inquisitive, organized, and able to work both alone and as part of a team.
Job Posting
: Sep 17, 2013, 10:27:02 AM
Primary Location
: NAM-USA-FL-Tampa
Education Level
: Master's Degree
Employee Status
: Regular
Travel
: Yes, 10 % of the Time
1. Model validation and benchmarking.
2. Model performance analysis and metrics (e.g. back testing, PAA, calibration error).
3. Stress testing.
4. Ongoing monitoring of model usage and limitations.
5. Assessing and monitoring model risk and compensatory controls.
6. Analysis of performance breaks, control gaps, documentation and escalation to stakeholders.
7. Documentation of model performance and validation controls.
Position description:
We are seeking quantitative developers, both Jr. and Sr. candidates, to join Client Tampas Model Validation Team.
The responsibilities are:
1. Development and implementation of model performance monitoring to assist the Model Validation Team.
2. Designing and building tools on appropriate platforms for model validation and testing.
3. Maintaining proprietary model validation systems. Candidates will work closely with members of the Model Validation Team as well as the Front Office, Product Control, and Risk Management groups.
Qualifications
1. Years of quantitative developer experience: 1 to 3 years for Jr. positions and 4 to 6+ years for a Sr. position.
2. Quantitative developer related degree such as computer science or quantitative finance: Bachelor or Master for Jr. positions; Master or PhD for a Sr. position.
3. Experience in IT Fundamentals such as database structures and system design.
4. In depth programming experience in a variety of languages, such as C++, Python, Java, VBA, and SQL.
5. Solid understanding of Software Development Life Cycle.
6. Strong written and oral communication skills.
7. Proficiency in basic Microsoft Office products (Excel, Word, etc.) Candidates should be strong quantitatively, naturally inquisitive, organized, and able to work both alone and as part of a team.
Job Posting
: Sep 17, 2013, 10:27:02 AM
Primary Location
: NAM-USA-FL-Tampa
Education Level
: Master's Degree
Employee Status
: Regular
Travel
: Yes, 10 % of the Time
About this company
TTI has been providing sourcing and sourcing management services to the financial services industry since its inception in 1996. TTI focuses on providing world-class services by identifying, screening and recruiting business professionals in the technology, financial, sales, and administrative fields. Today the firm provides a suite of services including full-time and contingent staffing, IT solutions, payroll solutions and human capital management services to some of the world’s most respected and recognizable companies.
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