Quantitative Risk Management Consultant

Responsibilities

• Code release testing
• Historical data validation
• Margin and stress testing model validation
• Portfolio back-testing

Requirements

• Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
• Superb quantitative and analytical background
• Excellent programming, communication, and documentation skills
• Knowledge of financial markets

Preferred Skills

• Work experience or education in advanced quantitative risk modeling
• Knowledge of statistical models in risk management
• Work experience or education in advanced derivatives modeling
• Knowledge of volatility models
• Work experience or education in curve construction and data validation

About the Role

Software Guidance & Assistance, Inc. (SGA) is a women-owned business that provides technology and resource solutions. Our mission is to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements.

Benefits

SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities.