What are the responsibilities and job description for the Quantitative Model Data structure Engineer position at Javen Technologies, Inc?
Seeking a Quantitative Model Validation Engineer for immediate hybrid contract role with my direct client in Buffalo NY or Newyork city ,NY.
If interested , share your word document resume, work authorization, expected hourly pay rate, current location, availability for hybrid work , skill stack and LinkedIn.
Reach me for more details. thanks.
If not, Appreciate any referrals.
Manager looking for more candidates to schedule interviews
The main gap is a lack of deeper exposure to financial instrument valuation and limited evidence of familiarity with pricing models such as Black‑Scholes, Dupire, SABR, or Heston.
- Quantitative Model Validation Engineer
Location: Buffalo, NY -/New york city NY hybrid min. 3 days/week at the office
Interview process - 3 rounds
Role Purpose
The Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered by LSEG to its clients.
Essential Skills and Qualifications
• 5 years 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 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.