A financial firm is looking for a senior quantitative analyst to work in their Philadelphia office. The analyst should have a strong knowledge of Market Risk Management and will be responsible for developing and improving risk models.
The analyst should have programming skills in C++ as well as experience building risk and valuation models.
- Master's degree in a quantitative or related field
- 3+ years of experience with model development in C++, Python, Matlab or C#
- Knowledge of Monte Carlo Simulation and Stochastic Calculus
- Actuarial experience is preferred
If interested in this role please apply using the link. If you have any questions regarding the roll call Jacob Fischer 617-248-9560.
Sthree US is acting as an Employment Agency in relation to this vacancy.