Quantitative Modeling Analyst Quantitative Modeling Analyst …

Ashton Lane Group
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Competitive Base & Bonus
Ashton Lane Group
in Dallas, TX, United States
Permanent, Full time
Be the first to apply
Competitive Base & Bonus
Support the risk and portfolio analytics team for a national financial firm

Responsibilities:

  • Collaborates with senior team members to analyze, design, code and test solutions for systems of moderate to high complexity, including distributed and cloud computing platforms
  • Contributes to team development and maintenance of sophisticated projection models to measure investment guarantees and insurance liabilities under various economic scenarios.
  • Critiques, reviews and comments on the modeling & technical designs of peers and recommends enhancements to various systems under development or being currently utilized.
  • Develops, codes and tests models that use economic scenarios, monte carlo simulations, analytical stochastic solutions and model parameter calibrations.
  • Effectively communicates connections between Market Risk Management models and how they impact other areas and metrics across the enterprise.
  • Performs hands-on modeling & programming of liability valuations and cashflows supporting company-defined hedge targets that may be economic, GAAP, statutory, or capital in nature
  • Performs hands-on modeling & programming of quantitative financial models to value various assets, from fixed income portfolios to derivatives including exotic equity derivatives, rate derivatives, FX & credit instruments along with rate-equity hybrids
  • Proactively identifies problems, develops solutions & communicates effectively with internal stakeholders and management.

Requirements:

  • 1-3 years’ experience model development with strong analytical problem-solving skills
  • Experience in developing and/or programming mathematical or financial models and translation of models to an object-oriented language (e.g. Python/R/Java/C++)
  • Exposure to insurance guarantees/actuarial modeling preferred
  • Demonstrated understanding of option theory and risk measure. Understanding of Monte Carlo Simulation techniques and modeling of market factors.
  • Excellent verbal and communication skills
  • Master’s in Financial Engineering, Computer Science or another quantitative field 

For immediate consideration, please forward resume and contact details to: info@ashtonlanegroup.com

Ashton Lane Group is a boutique executive recruitment firm serving the Banking, Insurance, and Alternative Investment sectors. For the latest opportunities, visit www.AshtonLaneGroup.com

Ashton Lane Group® “A trusted advisor throughout your career”

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