TSR Consulting's financial services client in Tampa, FL has an immediate need for a Quantitative Analyst. This is an initially 1-year contract.
Candidates must be legally eligible to work in the United States. We cannot work with third parties on a corp-to-corp basis.
The Counterparty Credit Risk Analytics Team within Finance & Risk Infrastructure is looking for a candidate to work on a number of projects related to the firm's Regulatory commitments. It is expected that the successful applicant will work within a team to assist with quantitative system requirements, test new processes, analyze data and be accountable for the end-to-end delivery of their projects.
Quantitative analysis ? Performing quantitative analysis, understanding quantitative methodology documentation and creating appropriate test cases.
Liaise with Risk analytics team and assist in implementing test models; contribute to the building of analytics platform.
Coordinate with Risk Management across products and business units in performing end to end project delivery activities.
Data analysis ? analyzing, validating and documenting system feeds and calculated results
Identify and communicate key project risks, define mitigation strategies and manage to resolution
Track and maintain change request documentation to ensure that all additional requirements are traceable
Develop test strategies, document test scenarios, and coordinate the execution of test scripts
Lead peer reviews and inspections of requirement documentation.
Strong quantitative background with a degree in Engineering, Computer Science or Mathematics required.
Strong programming skills (acquired academically or through hands-on experience); preference for C++ and Python.
Strong analytical and problem-solving skills
Capable of performing end to end analysis to identify gaps and propose solutions
Understanding of Credit, Market and Operational Risk Management concepts
Familiarity with stress testing methodologies such as CCAR is a plus.
Background in project management and experience defining and documenting business requirements is plus
Able to quickly grasp and master new subject matter and related concepts
Manage tight deadlines or unexpected requirement changes
Willingness to ask questions and challenge existing processes for operational efficiencies
Well organized and good attention to detail
Strong communication skills both verbal and written
Comfortable interacting and building consensus across functions and levels of seniority
Team player in both solid and matrix line reporting organizations