JV
Python - Quantitative Model Validation Engineer
Accepting applicationsJobs via Dice · Buffalo, NY
Full-Time Mid Pythonaiaterf
Posted
1d ago
Category
Test
Experience
Mid
Country
United States
Dice is the leading career destination for tech experts at every stage of their careers. Our client, Javen Technologies, Inc, is seeking the following. Apply via Dice today!
Title: Quantitative Model Validation Engineer - Python
Location: Buffalo/NYC, NY (Hybrid -3 days in office)
Duration: 9 months contract with potential extensions
In-person Interview Required
Pricing models - Black Scholes/Dupire/SABR/Heston
Essential Skills And Qualifications
Solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.
Strong proficiency in Python (good development practices) and experience with key data structures and libraries.
Knowledge of financial markets, products, and pricing frameworks.
Strong problem-solving skills and the ability to work on sophisticated model related challenges.
Key Responsibilities
Design and implement validation framework to assess the performance of analytics produced by client''s quantitative Libraries.
Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.
Design and implement a technical solution to validate and monitor financial models
Develop an understanding of the quantitative library and its key components.
Produce clear, well-structured validation reports and present findings to internal collaborators.
Define model testing strategies and document model methodologies and assumptions.
Contribute to build and maintain the automated tests framework.
Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.
Deliver high quality insights and support with a strong customer focused mindset.
Solve complex analytical and technical problems with a high degree of independence.
Show more Show less
Title: Quantitative Model Validation Engineer - Python
Location: Buffalo/NYC, NY (Hybrid -3 days in office)
Duration: 9 months contract with potential extensions
In-person Interview Required
Pricing models - Black Scholes/Dupire/SABR/Heston
Essential Skills And Qualifications
Solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.
Strong proficiency in Python (good development practices) and experience with key data structures and libraries.
Knowledge of financial markets, products, and pricing frameworks.
Strong problem-solving skills and the ability to work on sophisticated model related challenges.
Key Responsibilities
Design and implement validation framework to assess the performance of analytics produced by client''s quantitative Libraries.
Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.
Design and implement a technical solution to validate and monitor financial models
Develop an understanding of the quantitative library and its key components.
Produce clear, well-structured validation reports and present findings to internal collaborators.
Define model testing strategies and document model methodologies and assumptions.
Contribute to build and maintain the automated tests framework.
Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.
Deliver high quality insights and support with a strong customer focused mindset.
Solve complex analytical and technical problems with a high degree of independence.
Show more Show less