ESR Healthcare
Experience level: Mid-senior Experience required: 5 Years Education level: Master’s degree Job function: Finance Industry: Financial Services Compensation: View salary Total position: 1 Relocation assistance: No Visa : Only US citizens and Greencard holders
JOB DESCRIPTION:
The Senior Quantitative Analyst will work on enhancing the Backtesting program across all CCPs and which may consist of:
Governance and control
Design, implement, and maintain Backtesting system
BT methodology changes
The incumbent will also work on model performance monitoring program enhancement and come up with innovative ideas to unify the model performance monitoring with Back test.
RESPONSIBILITIES:
Perform Backtest and work on its enhancement.
Work closely with quant groups and risk managers to proactively identify model issues and provide suggestions and solutions to enhancing the model performance monitoring and Backtest.
Perform ad hoc model...
