Quant Analyst (PhD Required) (W2 Only)
About the positionResponsibilities• Developing and implementing new models or enhance existing models• Maintaining & developing loss forecasting and capital models• Seeking out work and enhancing current models/processes• Producing clear and coherent technical documentation for internal and regulatory purposesRequirements• PhD in STEM field• Excellent programming skills (preferably with Python)• Excellent communication skills and proactive attitude. • Qualified PhD level in a numerical discipline (e.g.Statistics, Mathematics, Physics or Engineering)• Experience in developing, documenting & maintaining numerical models for purposes of loss forecasting or calculating capital requirements• Demonstrates consistent attention to detail• Proven ability to communicate complex technical concepts clearly• Technical skills: Statistics, Probability Theory, Econometrics• IT skills: Prior experience of using both statistical modeling tools (e.g. SAS, R) and development experience in either C++ or Python• Documentation: Ability to clearly document quantitative models and evidence technical modeling choices• Data analysis and interpretation.Experience of interpreting and manipulating large financial data sets• A Practical knowledge of credit products including loans, bonds and credit derivativesNice-to-haves• Practical experience of quantitative model documentation using of LaTex or similar mathematical typesetting packagesBenefits• Medical, dental & vision• Critical Illness, Accident, and Hospital• 401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available• Life Insurance (Voluntary Life & AD&D for the employee and dependents)• Short and long-term disability• Health Spending Account (HSA)• Transportation benefits• Employee Assistance Program• Time Off/Leave (PTO, Vacation or Sick Leave) Apply tot his job