Financial Engineer Position (Statistical Modeling)

IT Credit Markets is looking for a Quant Developer to join its team.

U.S.-based global financial service organization, is seeking a junior to mid level Quantitative Analyst to work in the Quantitative Analysis Department within Enterprise Risk Management function. The Department is responsible for analytical modeling in areas of Market, Credit and Operational Risk, is involved in development of models for Economic Capital and Asset & Liability analyses and assists in deployment of risk analytics systems


  • Develop new method and implement new process to meet the growing needs for statistical data analysis and scenario generation
  • Perform statistical analysis for insurance risk factors and develop stochastic models for mortality and morbidity, assist and validate experience studies for various business units
  • Participate in the specification of time series data requirement and system platform requirement
  • Participate in other areas of enterprise risk management such derivative and asset valuation, value-at-risk and sensitivity calculation, model review and validation

Qualifications include:

  • Masters in statistics or equivalent, familiarity with time series models and other standard statistic/econometric models/methods
  • Knowledge / skills in S-PLUS and other statistical software packages
  • Strong programming skills (Perl, VB, and VBA for Excel), comfortable with UNIX
  • Experience with financial data analysis, knowledge of financial markets and financial risk management tools and methods
  • Good communication skills, ability to work in a team environment, and willingness to learn and extend self beyond specified job responsibilities


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