Model Validation developer
Model Validation GroupContract role 6 months - one yearC2C - Rate Depends on experienceLOCATION:
Chicago, IL3 days onsite 2 days remoteNO SPONSORSHIPLooking for a candidate who focuses on Model Validation using C# coding.
Degree in math, statistical quant etc.
PhD preferred must have financial derivatives optionsI.
WORK TO BE PERFORMED:
Maintain and service the Model Validation Group Servers.
Design and maintain systems for the manipulation and visualizations of data to support model backtesting.
Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
Create documentation for new code and test cases.
Manage GIT repositories for the model validation group.
Implement and manage model change impact tests and model stress tests.
Recreate production analysis in test environments EXPERIENCE REQUIRED:
Scientific programming and strong mathematical background Must be able to evidence proficiency in technical or scientific writing Must be able display evidence of proficiency in clean code software development that is applied to develop risk management solutions Must have excellent verbal and written communication skills At least 3 years of production-level programming background preferred Java or C#/.
Net (at least 3 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design:
effective application of design patterns, expertise in object-oriented design Master's degree required; PhD preferred in a highly quantitative subject Academic or working experience in numerical algorithms, statistical techniques, and financial models preferred.
Knowledge and Experience with financial data and large financial data sets.
Knowledge of commonly traded derivatives and derivatives pricing theory desired Recommended Skills.
Net Framework Algorithms C Sharp (Programming Language) C+
(Programming Language) Communication Derivatives Estimated Salary: $20 to $28 per hour based on qualifications.
Chicago, IL3 days onsite 2 days remoteNO SPONSORSHIPLooking for a candidate who focuses on Model Validation using C# coding.
Degree in math, statistical quant etc.
PhD preferred must have financial derivatives optionsI.
WORK TO BE PERFORMED:
Maintain and service the Model Validation Group Servers.
Design and maintain systems for the manipulation and visualizations of data to support model backtesting.
Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
Create documentation for new code and test cases.
Manage GIT repositories for the model validation group.
Implement and manage model change impact tests and model stress tests.
Recreate production analysis in test environments EXPERIENCE REQUIRED:
Scientific programming and strong mathematical background Must be able to evidence proficiency in technical or scientific writing Must be able display evidence of proficiency in clean code software development that is applied to develop risk management solutions Must have excellent verbal and written communication skills At least 3 years of production-level programming background preferred Java or C#/.
Net (at least 3 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design:
effective application of design patterns, expertise in object-oriented design Master's degree required; PhD preferred in a highly quantitative subject Academic or working experience in numerical algorithms, statistical techniques, and financial models preferred.
Knowledge and Experience with financial data and large financial data sets.
Knowledge of commonly traded derivatives and derivatives pricing theory desired Recommended Skills.
Net Framework Algorithms C Sharp (Programming Language) C+
(Programming Language) Communication Derivatives Estimated Salary: $20 to $28 per hour based on qualifications.
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