Hello Associate,


Greetings for the day!!



One of my clients in *(Wilton, CT*) is looking for a *(Quant Analyst*) for
a  contract position, please have a look into the description and let me
know your interest.



*Job Description:*

*Job Details:*

*Title: Quant Analyst *

*Location: Wilton, CT *

*Duration: Long Term*




*Job description:*

•           Responsible for the independent validation of business unit
models (pricing, portfolio management, portfolio optimization) and
enterprise-wide models that impact credit risk, market risk and capital
allocation framework. Resolve complex issues in modeling and measuring the
risk impact of model limitations and uncertainty.

•           Responsible for the independent validation of quantitative
models across the organization; resolving complex issues in capital
estimation, regulatory reporting or external financial statements and other
aspects of model risk measurement

•           Responsible for model validation, participation in quantitative
analytical processes for risk and regular production of analytical work and
reports. Serves as a point of contact for model risk analytics and internal
risk teams

•           Evaluates existing model risk framework in relation to
department objectives and industry leading practices. Assesses validation
requirements and actively provides solutions to enhance the model
validation framework

•           Understanding of Derivatives pricing and risk measurement
models and techniques

•           Supports internal capital allocation methodologies by ensuring
that capital modeling and allocation approaches meet both internal
corporate needs and regulatory requirements related to prevailing
regulatory guidance

•           Provides technical/theoretical expertise to resolve model risk
issues and enhance overall model risk framework. Works with other Risk
teams to ensure that model risk management policies/processes and
quantitative modeling approaches are consistent

•           Provides communication and supports training efforts to promote
understanding of model risk measurement throughout the company

•           Operates independently; has in-depth knowledge of business unit
/ function and complex modeling techniques

•           Conducts validations independently, ensuring accuracy and
completeness

•           Responsible for direct interaction with various model owners
and users

•           Experience on:

•           Blackrock / MSCI Barra platform

State Street models




I’ll be looking forward to hear from your end.

Have a great day ahead.





Thanks & Regards
Rajendhra
Talent Acquisition Group
Direct: (512) 308 3789 | Desk: (512) 237 7820 x 102
*[email protected]* <[email protected]>  |
http://www.ttssolutionsusa.com
13809 Research Blvd, Suite 279, Austin, TX 78750

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