Phd or master in mathematics/statistics/econometrics
5 to 10 years quantitative modeling experience
Solid programming skills in python
The role involves researching and implementing performance monitoring frameworks for model families while collaborating with the firm's model risk department
Job Summary
The role involves researching and implementing performance monitoring frameworks for model families while collaborating with the firm's model risk department.
Candidates will build a new engine for joint simulation of the global macro economy using a Bayesian framework across multiple asset classes.
Employees are eligible for an annual discretionary bonus and comprehensive benefits including Flexible Time Off and tuition reimbursement.
Matching Summary
The role involves researching and implementing performance monitoring frameworks for model families while collaborating with the firm's model risk department.