Quantitative Model Validation Engineer
Quantitative Model Validation EngineerLocation: Buffalo, NYOnsite Flexibility: Hybrid — 3 days/week at the officeContract DetailsPosition Type: ContractContract Duration: 6 monthsStart: As Soon As PossiblePay rate: $97.52/hrJob SummaryThe Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered by clients to their clients.Key ResponsibilitiesDesign and implement validation framework to assess the performance of analytics produced by the client's quantitative Libraries.Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.Design and implement a technical solution to validate and monitor financial models.Develop an understanding of the quantitative library and its key components.Produce clear, well structured validation reports and present findings to internal collaborators.Define model testing strategies and document model methodologies and assumptions.Contribute to build and maintain the automated tests framework.Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.Deliver high quality insights and support with a strong customer focused mindset.Solve complex analytical and technical problems with a high degree of independence.Required Skills5 years of experience in quantitative modeling or related fieldSolid understanding of quantitative models and methodologies, with the ability to critically assess and validate themStrong proficiency in Python with good development practices and experience with key data structures and librariesKnowledge of financial markets, products, and pricing frameworksStrong problem solving skills and the ability to work on sophisticated model related challengesEducation RequirementsDegree in quantitative field (Mathematics, Physics, Computer Science, Finance, or related discipline) preferredBenefitsMedical InsuranceVision InsuranceDental Insurance Plans401k Retirement FundAbout the ClientLeading provider of financial markets data and infrastructure. Offers open platform, best-in-class data, and expertise to drive performance, innovation, and growth. Powers critical investing, trading, and risk decisions for clients worldwide. Join our team and make a global impact..About GTTGTT is a minority-owned staffing firm and a subsidiary of Chenega Corporation, a Native American-owned company in Alaska. We highly value diverse and inclusive workplaces and support Fortune 500 organizations across banking, financial services, technology, life sciences, biotech, utilities, and retail sectors throughout the U.S. and Canada.Job Number26-03916