Quantitative Risk Management Consultant

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Consultant for a CONTRACT assignment with one of our premier Financial Services clients in New York, NY.




The candidate will assist the Clearing Department on day-to-day activities in support of quant risk team.

The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.



Responsibilities:

Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing.

The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Required Skills:

Masters (and abov...