Hi, Looking for two QA with Quantitative analysis*.*
*Location: Chicago IL* *Rate: Market Rate* *Contract to Hire after 3 months* Principle Responsibilities: ü Develop test strategies and test cases to validate quantitative risk models across different asset classes likeOTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.). ü Develop automation tools and regression testing procedures to ensure seamless deployment and continuous improvement of these models within the Production Infrastructure . ü Ensure testing strategy covers for business driven differences across environments, model versions, and other configurations ü Develop and execute testing strategy for frequent migration of new code into Production Parallel and Production ü Maintain and enhance process for defects management and change control for model changes ü Build and foster key relationships with the quantitative model development team through regular interaction and aligned deliverables; ü Provide support and input to internal risk system improvement initiatives. Minimal Qualifications: ü MBA/MS in Financial Engineering, or a quantitative field and possesses strong quantitative, analytical and problem solving skills ü Academic knowledge related to pricing complex derivatives and performing advanced statistical analysis on underlying risk factors (returns' distribution, volatility, correlations, etc.) ü Familiarity with fixed income asset classes - plain vanilla types and derivatives - and market conventions, in at least one of the following (Interest rate Swaps, Swaptions, OTC_FX, CDS, Energy) ü Exposure to risk/trade capture systems; experience in risk system design or QA; Preference will be given to candidates who have worked in a team on full-cycle projects to implement risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. ü Excellent organizational skills in terms of QA, test strategy preparation, test cases development, and functional/regression testing ü High degree of SQL and Java/C#VBA and Excel skills are also essential. ü Solid understanding of configuration management and release control process (e.g. GIT repositories, Daily build deployments, etc.) ü The successful candidate must also possess strong oral and written communication skills. ü 4+ years of overall financial industry experience *Thanks and regards.* * suresh Kotturu* *O : 281-823-9222 X 528|F : 281-823-9225 | **E :suresh.kott...@3sbc.com <suresh.kott...@3sbc.com>* *Gtalk: sureshkotturu3...@gamil.com <sureshkotturu3...@gamil.com> .* -- You received this message because you are subscribed to the Google Groups "OracleD2K" group. To unsubscribe from this group and stop receiving emails from it, send an email to oracled2k+unsubscr...@googlegroups.com. To post to this group, send email to oracled2k@googlegroups.com. Visit this group at http://groups.google.com/group/oracled2k. For more options, visit https://groups.google.com/d/optout.
