Ofertas Laborales

Quantitative Analyst


DESCRIPCIÓN DEL EMPLEO
Lugar de trabajo: Vicente Lopez
Vacantes: 1

CRISIL is seeking for a Quantitative Analyst to be part of a highly skilled Front Office testing team responsible for Equity Trading models as per regulatory requirement for a major Tier-1 US bank. The role is responsible for the scrutiny and testing of risk models including the assessment of key model assumptions and limitations under all market conditions, using quantitative/statistical tools and calibration techniques for performance testing and benchmarking of the model, along with documentation of FO Equity Product Pricing models to assure compliance with corporate policy and regulatory guidance. The role will include working with stakeholders, including model developers and model governance team to assure cutting-edge techniques for FO model testing design, as part of the Model Development Documentation applicable to Tier-1 US bank Trading Models. Duties will include, but not be limited to, the following: • Understand the model scope, investment products involved and methodology in detail. • Learn proprietary system and other required language in short span of time. • Identify the key model assumption and limitation of the model in order to properly design testing cases using cutting-edge methodologies. • Scrutiny of assumption and limitation using quantitative and statistical tool. • Data retrieval, cleaning and handling as required during the FO testing process. • Front Office testing design for derivative pricing models for vanilla and exotic derivatives, including numerical stability, consistency tests, arbitrage tests, pricing and Greek analysis, sensitivity tests, stress tests, CCAR/DFAST tests, Profit & Loss tests, among others. • Performance assessment of the FO pricing model in all market condition. • Independently develop methodologies to challenge the model by benchmarking it with market known or alternative methods. • Propose solution for the identified unpleasant behaviors or weaknesses, limitations or restrictions for FO models and provide relevant feedback to the Line of Business. • Raise recommendations to capture the risk of model failure in changing business environment. • Produce written summaries of research, scrutiny and assessment of testing results in fulfillment with Model Development Document standards as per regulatory requirement. • Interaction with model developer, model user, data provider, and system support for relevant information. The candidate must have in-depth knowledge of risk modeling for market derivative risk, and possess effective written and verbal communication skills. In addition to very strong quantitative skills, an effective personal style/attitude and the ability to work collaboratively with various cross-functional activities is key for success in this role. Basic Qualifications • Master’s degree in programs such Mathematics, Physics, Engineering, Finance or Quantitative Finance, with 0-3 years of related industry experience. Preferred Qualifications • Strong analytic, decision-making and multi-tasking skills. • Knowledge in programming languages: C#, Python, C, C++, Java or similar. • Advanced English level with excellent oral and written communication skills. • Capable of working cross-organizationally, and collaboratively partnering with other activities. • Ability to maintain a professional presence and positive attitude in all situations. • Demonstrated ability to build and sustain relationship with peers. Full time position Vicente López, Buenos Aires.



REQUISITOS QUE DEBEN CUMPLIR LOS POSTULANTES
Area de estudio/Especialidad: Ingeniería Industrial | Ingeniería en Sistemas de Información Licenciatura en Ciencias Aplicadas Ingeniería Química
Experiencia: si
Idioma: Ingles avanzado
Nivel de conocimiento: avanzado
Lugar de residencia: Vicente Lopez
Remuneración Bruta Estimada: no especifica


Para ver los datos de contacto es necesario ser socio de El club del graduado y estar logueado.

      

Ultimas Ofertas Laborales

La Facultad gestiona y ejecuta una gran cantidad de proyectos con entidades públicas y privadas, en los cuales se requieren distintos perfiles para actividades full time o part time que son cubiertas con graduados de la casa.

  • En esta oportunidad el equipo de Inteligencia Comercial – Customer Experience se encuentra en la búsqueda de un colaborador/a que este interesado/a en sumarse a los nuevos desafíos...
  • ¿Te apasiona el mercado energético? Te proponemos formar parte del desafío de transformar todo el negocio de la energía en más sustentable.Estamos buscando personas ...
  • Nos encontramos en la busqueda de Ingenieros Mecanicos Jr. Matriculados de hasta 35 años para desempeñar funciones como Director Tecnico de estacion de Inspeccion Vehicular en Capital Fe...
  • Su tarea principal será preparar ofertas para licitaciones de obras electromecánicas, y asistir técnicamente a la planificación de planes de inversión para el manten...
  • Importante Entidad Metalúrgica con sede en Capital Federal, se encuentra en la búsqueda de un GERENTE con marcado perfi para las relaciones institucionales, proactivo y orientado a ...