Associate Principal, Risk Model Engineering

SimCorp USA, Inc.
Washington, US
Remote

Why this role

Pace
Fast Paced
Collaboration
High
Autonomy
Medium
Decision Impact
Team
Role Level
Individual Contributor

What success looks like

  • accurate financial risk estimation
  • successful model implementation
Typical background
quantitative financeengineering

Transferable backgrounds

Skills & requirements

Required

financial modelingrisk estimationmodel calibration

Preferred

PythonC#

Stack & domain

PythonC#Finance

About the role

Construct analytics to price financial assets using closed-forms, Monte Carlo methods, lattices or PDEs, including model parameter calibration. Read white papers that are widely followed by peers and competitors within the financial industry. Read academic papers that introduce cutting-edge techniques for innovative financial models. Compare all candidate models and propose one quantitative model that can best align with the goals of the organization. Develop methodologies and systems for financial risk estimation across many asset classes. Develop methodologies and systems to use inside a…

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