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A top American investment bank is actively building out its highly selective and instrumental Risk Capital team and is looking for a strong quantitative mind to join them! This team offers very broad exposure, working across all areas of risk with new products, and is very hands-on in their work! This is a highly visible, small team to be a part of, with direct and regular access to top leaders within the business and perfect for a junior quantitative professional looking to jump start their career! This is a great opportunity that can sit in Dallas, TX!
What You Will Be Doing:
Working on the development and enhancement of Risk Capital and Stress Testing models
Testing model performance, and implementing the testing suites for new and historical models
Establishing the automated testing processes
Implementing model analytics and model libraries using Python and C++
What We Need from You:
Either a completed Masters degree in a quantitative discipline and 2 years of experience OR a completed PhD in a quantitative discipline (Mathematics, Financial Engineering or something close)
Strong technical skills and High-level proficiency in C++, C, Python, Excel VBA
An understanding of risk capital and stress testing concepts is a plus
Prior experience with model implementation and integration with technology systems
Experience working with databases, cloud computing, client-server computing, and distributed computing