Quantitative Analyst (Evanston, IL)
Our client is an alternative investment firm with over $6 Billion in assets under management. This position does not offer relocation.
They are seeking a Quantitative Analyst. The individual will be working closely with the head of firm-wide risk developing financial models for risk management and trading. The candidate will be joining a dynamic and exciting trading environment with rewarding career opportunities.
The main responsibilities for this role: - Develop, implement, and test risk models for different asset classes
- Collect, organize, and manipulate data that is needed to feed the risk models
- Create tools to generate and display risk reports
- Run firm wide risk management production daily and perform QA analysis on the resulting reports
Requirement for the person is the combination of different disciplines:- Candidate must be hands-on with attention to details
- Solid background in finance and investment and related quantitative methods
- In-depth knowledge in numerical methods, statistics, and time series analysis techniques
- Experienced in c#, c++, VBA/Excel (creating Excel add-ins), SQL, scripting, ADO, and Database
- Candidate should have sufficient computer skills to be able to build user friendly applications using Matlab, C++, C# and VBA/Excel: for example creating function libraries, programming in VBA and creating Excel add-ins.
- The candidate will need strong programming skills. Knowledge of Matlab and Visual Studio is preferred
- The candidate will also need to have a strong background in mathematics and statistics (at the BS or MS level) and familiarity with financial models and econometrics.
Contact: jizzo [at] solpart.com
URL: www.datashaping.com/jobs16823b.shtml
Please mention datashaping.com when applying. Thank you.
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