Quantitative Risk Management Consultant

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Consultant for a CONTRACT assignment with one of our premier Financial Services clients in New York, NY.

The candidate will assist the Clearing Department on day-to-day activities in support of quant risk team.

The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.

Responsibilities:

• Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing.
• The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.
  
  

Required Skills:

• Masters (and above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
• Strong quantitative and analytical background.
• Excellent programming, communication, and documentation skills.
• Knowledge of financial markets.
• Experience with programming languages such as C /C#, R, VBA, Python, and SQL is also required.
  
  

Preferred Skills:

• Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
• Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
• Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
  
  

SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at https://sgainc.com/ .

SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company EEO page to request an accommodation or assistance regarding our policy.