Model Validation/Testing

One Year contract Opportunity

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Job Summary:

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Working within the Model Validation function:

Design systems for the manipulation and visualizations of data to support model back-testing. Design and implement quantitative analysis methods on high volume data.

Implement model change impact tests and model stress tests, document new code and test cases.

Recreate production analysis in test environments.

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Requirements:

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Must be able to evidence proficiency in technical or scientific writing.

Must be able do evidence proficiency in clean code software development.

Must have excellent verbal and written communication skills.

At least 5 years of production-level programming background preferred.

Java or C#/.Net (at least 5 years), C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language optional Software design: effective application of design patterns, expertise in object-oriented design

Master’s degree required; PhD preferred in a highly quantitative subject.

Academic or working experience in numerical algorithms and statistical techniques. Experience with large financial data sets.

Knowledge of commonly traded derivatives and derivatives pricing theory desired

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Email Corie@Cormarkgroup.com if interested in discussing opportunity.