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
SeniorJob 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