UNKNOWN

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HOUR

Design and implement a validation framework to assess the performance of analytics produced by the company's quantitative libraries. Perform in-depth validation of quantitative models and evaluate them using relevant performance metrics.

<h3><strong>Pay Rate:</strong> $95 per hour</h3><h3><strong>Summary:</strong></h3><ul><li><strong>Location:</strong> Buffalo, NY</li><li><strong>Work Mode:</strong> Hybrid (min. 3 days/week at the office)</li></ul><h3><strong>Responsibilities:</strong></h3><ul><li>Design and implement a validation framework to assess the performance of analytics produced by the company's quantitative libraries.</li><li>Perform in-depth validation of quantitative models and evaluate them using relevant performance metrics.</li><li>Design and implement a technical solution to validate and monitor financial models.</li><li>Develop an understanding of the quantitative library and its key components.</li><li>Produce clear, well-structured validation reports and present findings to internal collaborators.</li><li>Define model testing strategies and document model methodologies and assumptions.</li><li>Contribute to building and maintaining the automated tests framework.</li><li>Apply strong knowledge of financial markets, including pricing conventions and valuation assumptions.</li><li>Deliver high-quality insights and support with a strong customer-focused mindset.</li><li>Solve complex analytical and technical problems with a high degree of independence.</li></ul><h3><strong>Requirements:</strong></h3><ul><li>5 years of solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.</li><li>Strong proficiency in Python (good development practices) and experience with key data structures and libraries.</li><li>Knowledge of financial markets, products, and pricing frameworks.</li><li>Strong problem-solving skills and the ability to work on sophisticated model-related challenges.</li></ul>

Axelon

Quantitative Model Validation Engineer

Analysis Skills

Customer Relations

Data Structures

Financial Modeling

Model Validation

Performance Analysis

Performance Metrics

Problem Solving Skills

Product Pricing

Python Programming/Scripting Language

Quantitative Analysis

Stock Market

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Axelon Services Corporation

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The Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered by LSEG to its clients. Key Responsibilities Design and implement validation framework to assess the performance of analytics produced by LSEG quantitative Libraries.

<strong> Job Title: Quantitative Model Validation Engineer</strong><br/><strong> Location: Buffalo, NY - hybrid min. 3 days/week at the office </strong><br/><strong> Duration: 8-9 Months with potential extensions </strong><br/><strong> Interview process - 3 rounds</strong><br/><br/><strong> Role Purpose</strong><br/> The Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered by LSEG to its clients.<br/><br/><strong> Essential Skills and Qualifications</strong><ul><li> Solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.</li><li> Strong proficiency in Python (good development practices) and experience with key data structures and libraries.</li><li> Knowledge of financial markets, products, and pricing frameworks.</li><li> Strong problem solving skills and the ability to work on sophisticated model related challenges.</li></ul><br/><strong> Key Responsibilities</strong><ul><li> Design and implement validation framework to assess the performance of analytics produced by LSEG quantitative Libraries.</li><li> Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.</li><li> Design and implement a technical solution to validate and monitor financial models </li><li> Develop an understanding of the quantitative library and its key components.</li><li> Produce clear, well structured validation reports and present findings to internal collaborators.</li><li> Define model testing strategies and document model methodologies and assumptions.</li><li> Contribute to build and maintain the automated tests framework.</li><li> Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.</li><li> Deliver high quality insights and support with a strong customer focused mindset.</li><li> Solve complex analytical and technical problems with a high degree of independence.</li></ul>

Javen Technologies

Modeling Jobs in Ridgewood, NY

Modeling Jobs in Ridgewood, NY

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Quantitative Model Validation Engineer Axelon

Quantitative Model Validation Engineer Axelon Services Corporation

Quantitative Model Validation Engineer Javen Technologies

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