Quantitative Analytics Specialist (001913)
Hybrid · Charlotte, North Carolina, United States
Job Summary
Develop, implement, and calibrate analytical models for risk management and financial analytics. Utilize statistical and mathematical techniques to support business initiatives, including asset pricing and VaR modeling, stochastic processes, optimization, simulation, and machine learning. Apply programming skills (SAS, R, C++, Python, SQL) to build, validate, and document models, and collaborate with peers and regulators to resolve issues and achieve goals. Telecommuting is permitted up to 2 days per week; in-person presence is required at the listed work address in Charlotte, NC.
Required Qualifications
- PhD degree in Statistics, Mathematics, Physics, Computer Science, or related quantitative field
- One (1) year of experience in quantitative analytics
- Experience with financial asset pricing and value-at-risk (VaR) modeling
- Experience with mathematical methods for finance, PDE, and binomial trees
- Experience with programming languages used for statistical analysis and data programming including SAS, R, C++, Python, SQL
- Experience with predictive modeling using statistical and machine learning techniques
- Experience with Stochastic Modeling, Optimization, Simulation, Computational Statistics, and Machine Learning
- Experience performing statistical model development and validation
- Experience documenting and presenting detailed model development and validation outcomes and results
- Experience utilizing best modeling practices and methodologies in data processing, sampling, model design/specification, model performance assessment, and evaluation testing
Apply with one swipe on Sorce. We auto-fill applications and apply on your behalf — no cover letters, no 40-minute forms.
Hiring someone like this?
Get your role in front of qualified candidates on Sorce.