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Original posting from The MITRE Corporation
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Department Summary:
MITRE is currently seeking motivated and qualified applicants for a Computational Finance (CompFi) Scientist to join our Financial Innovation Laboratory (FINLab) and Model-Based Analytics Department (L144) in the Modeling and Analysis Innovation Center. In FINLab, our CompFi scientists provide expert analysis and consulting to our Federal Government clients in transforming their technologic and regulatory processes to enhance the safety, stability, and security of the US Banking System, Financial Markets, and supporting economic infrastructure. Join a highly skilled team executing research, performing analyses, and advising multiple stakeholders. These studies of national significance will be executed in collaboration with industry, academic, and governmental experts and stakeholders. This provides us with unprecedented access to expertise, ideas, and data. You will be a critical Finance subject matter expert (SME) as part of a growing, agile, multidisciplinary team working with academics, the Financial Sector, and US Financial Regulators.
This is a unique position. Competitive applicants will have demonstrated expertise in at least two of the following areas: Financial Market Microstructure and Regulation, Fintech, Regulatory Tech and Supervisory Tech, Financial Analytics, Market Modeling and Analysis. However, an applicant’s expertise in these areas should be premised upon leveraging complexity science to create unique insights into market dynamics as emergent phenomena that are part of a greater complex (in the formal scientific sense) economic system. Furthermore, FINLab leverages a multidisciplinary approach to financial and economic systems analysis. As such, successful candidates will bring that perspective to the position via previous analytic work in related fields, for example a complexity science analysis of socioeconomic or political systems.
This position is not specifically forensic in nature. Rather, FINLab and the associated team take the perspective that the economy is a complex adaptive system, and as such is nonstationary. Historical analysis will only get us so far, we also need to employ tools and techniques, e.g., agent-based computational economics, that allow us to explore the generative mechanisms that underlie markets and market dynamics.
Roles & Responsibilities:
- Develop innovative, multidisciplinary approaches for analyzing financial data and trends that may impact the US financial system and markets.
- Provide expert analysis and/or develop research proposals on issues related to improving financial regulation and banking supervision, adopting new technologies to support distributed ledger or faster payments, or implementing advanced financial analytics.
- Understand US, mission partner, and adversary capabilities and assess potential threats to U.S. financial stability and security.
- Conduct analytic and simulation-based analyses using financial data to provide new insights which support policy-level decision making.
- Provide US Treasury and related sponsors with commercial and market analysis of national interest areas, and methodologies to identify mitigation alternatives.
Basic Qualifications:
- Requires 8 years of experience and a Masters degree or 7 years with a PhD, with published research in computational finance, complexity economics or quantitative finance, broadly defined.
- Very strong academic credentials in quantitative or computational finance with experience in the simulation of equity market dynamics.
- Experienced researcher as evidenced by a peer reviewed publication record with associated H-index of 10 or more.
- Ability to bridge finance, computational, and data analytic domains.
- Thrives in working in a technical environment with multidisciplinary teams on critical national security challenges.
- Passion for developing new technology and analytics for solving national challenges.
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Source: The MITRE Corporation careers