Senior Quantitative Analytics

PTR Global
Bethesda, United States of America
2 days ago

Role details

Contract type
Permanent contract
Employment type
Full-time (> 32 hours)
Working hours
Regular working hours
Languages
English
Experience level
Senior

Job location

Bethesda, United States of America

Tech stack

Artificial Intelligence
C++
R
Python
Machine Learning
Monte Carlo Methods
SAS (Software)
SQL Databases
Data Processing
Programming Languages

Job description

  • Developing analytical methods and models that assess the credit risk of new and existing financial and mortgage products
  • Providing resolutions to an extensive range of complicated problems; solutions are innovative, thorough, and practicable
  • Providing modeling and analytical support to a line of business or product area
  • Working under limited direction, independently determining and developing approach to solutions.

Requirements

  • PhD in economics, finance, statistics, or a related quantitative discipline, or Master's degree with 3+ years of relevant experience.
  • Strong expertise in predictive modeling, econometrics, optimization, machine learning, and/or Monte Carlo simulation methods.
  • Proficiency in one or more programming languages such as Python, R, C++, SQL, or SAS
  • Ability to perform independent model development, data processing and cleaning
  • Demonstrated knowledge of AI tools and technologies, with a strong commitment to continuous learning and staying up-to-date with advancements in artificial intelligence

Keys to Success in this Role:

  • Training and experience with credit risk models
  • Collaborative and professional approach working in a team setting

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