C# Quant Developer

Job Title: C# Quantitative Risk Model Validation

Location: Chicago, IL

Position Type: Fulltime/Contract position

Responsibilities:

Work to be performed:

· Review and validate quantitative risk model documentation

· Verify accuracy and reliability of the software implementation of the model

· Develop and implement complex independent tests to validate the model implementation

· Develop and implement independent models to benchmark Client production models

· Assess the models by ensuring that the data used is valid

· Document testing activities

· Document validation activities

· Communicate with Quantitative Risk Management and other departments about issues and concerns

· Provide expert knowledge on recommendations throughout validation processes

· Create logical and innovative solutions to complex problems

· Complete all validation assessments to meet strict business timelines

· Other duties as assigned

Skill and experience required:

Education and/or Experience:

· 6+ years of related experience as a goal of those to include.

· 2 or more years software development experience in C++, Java, C#, solid object-oriented programming skills, MS SQL Server database, or similar current modern technology

· Some work or experience in Matlab or R/Splus desirable

· Advanced degree in mathematical finance, econometrics, mathematics, physics, chemistry or similar discipline or science with quantitative focus

· Quantitative finance at the level of “Measuring Market Risk” by Kevin Dowd, or similar

If you believe you are qualified for this position and are currently in the job market or interested in making a change, please give me a call at 201-484-0331.

Job Types: Full-time, Contract

Pay: $70.00 - $80.00 per hour

Schedule:

• 8 hour shift

Ability to commute/relocate:

• Chicago, IL: Reliably commute or planning to relocate before starting work (Required)

Experience:

• C#: 5 years (Preferred)
• Quantitative analysis: 3 years (Required)

Work Location: One location