Model validation analyst

Уровень зарплаты
Город
Требуемый опыт работы
от 50 000 руб.
Томск
1–3 года

Econophysica – is an international company which provides its services to financial and banking industry's global leaders. Our specialization is development and implementation of complex models, of algorithms and software for finance sphere, which support complex financial instruments and provide wide opportunities for the portfolio analysis and risk management. At the moment we have 4 offices in London, Tomsk, Riga and Zurich, and now we are opening new office the USA.

At Econophysica, we believe what we do matters for our clients. We are passionate about our work, inspired by the impact it has on our business and our clients. As a team, we believe in winning as one - collaborating to reach shared goals, and developing through challenging and meaningful experiences. We work flexibly across boundaries between different areas of mathematics, physics, finance and computer science. This is a dynamic, evolving process, and we count on each employee to be a catalyst in driving our performance - and their own.

If you are passionate about finance, mathematics and statistics, possess strong analytical thinking, we are looking for you!

Responsibilities:

  • getting familiar with various financial models by reading documentation and having meetings with model owners;
  • evaluate model quality with respect to documentation, validity of main model assumptions, input data sourcing, regularity of model re-calibration etc.;
  • discuss findings with other members of the model validation team and with model owners;
  • write a model validation report in English, propose actions to improve/monitor the model.
  • this job may require business trips to London, New York or Zurich.

Qualifications:

  • higher education (Mathematics, Physics or related field);
  • strong background in one or several mathematical subjects;
  • analytical thinking;
  • familiarity with MS Excel, VBA, MS Word;
  • fluent English (read/write/speak) is required.

We offer:

  • Interesting and complex tasks;
  • Opportunities for constant learning and working with the best professionals in the field;
  • Personal communication with foreign colleagues and clients;
  • Good opportunities to build an international career;
  • Flexible working hours;
  • Comfortable workplace in the office centre in the heart of Tomsk city;
  • Competitive official salary - will be discussed individually with each candidate.

Ключевые навыки

Risk managementVBAMS ExcelMathcadMATLABBaselStatisticaQuantAnalytical skills

Адрес

Томск, проспект Ленина, 60/1
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Полная занятость, полный день
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