Quant Analyst (PhD Required) (W2 Only)

About the position Responsibilities • Developing and implementing new models or enhance existing models • Maintaining & developing loss forecasting and capital models • Seeking out work and enhancing current models/processes • Producing clear and coherent technical documentation for internal and regulatory purposes Requirements • PhD in STEM field • Excellent programming skills (preferably with Python) • Excellent communication skills and proactive attitude. • Qualified PhD level in a numerical discipline (e.g. Statistics, Mathematics, Physics or Engineering) • Experience in developing, documenting & maintaining numerical models for purposes of loss forecasting or calculating capital requirements • Demonstrates consistent attention to detail • Proven ability to communicate complex technical concepts clearly • Technical skills: Statistics, Probability Theory, Econometrics • IT skills: Prior experience of using both statistical modeling tools (e.g. SAS, R) and development experience in either C++ or Python • Documentation: Ability to clearly document quantitative models and evidence technical modeling choices • Data analysis and interpretation. Experience of interpreting and manipulating large financial data sets • A Practical knowledge of credit products including loans, bonds and credit derivatives Nice-to-haves • Practical experience of quantitative model documentation using of LaTex or similar mathematical typesetting packages Benefits • Medical, dental & vision • Critical Illness, Accident, and Hospital • 401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available • Life Insurance (Voluntary Life & AD&D for the employee and dependents) • Short and long-term disability • Health Spending Account (HSA) • Transportation benefits • Employee Assistance Program • Time Off/Leave (PTO, Vacation or Sick Leave) Apply tot his job