"ФинАналитика" предлага работна позиция „Model Validation Quantitative Analyst“.
Model Validation Quantitative Analyst:
FinAnalytica provides its clients a fundamental paradigm shift in the way risk management software influences decisions. While the vast majority of commercially available systems rely on models based on normal distributions, FinAnalytica has taken a leap forward developing fat-tailed models that account for non-normal and skewed asset returns.
The company has assembled an exceptionally innovative and highly ambitious team of globally active risk management software professionals and strategic partners. They strive constantly to deliver the most advanced portfolio risk analytics software solution to the world’s leading investment managers globally.
FinAnalytica markets Cognity, a suite of advanced portfolio risk management software products that are designed to help investment professionals measure risk accurately and construct more profitable optimal portfolios. Using Cognity risk analytics, traditional and alternative asset managers achieve significantly higher risk-adjusted returns.
Currently, we are expanding our R&D function in Sofia and are looking for a highly motivated individual to join our team at the position of Model Validation Quantitative Analyst.
General Description of the Position:
FinAnalytica supports a growing client base of financial institutions primarily in the USA and Western Europe. The company licenses its Cognity portfolio construction and risk management software and offers an array of financial analytic services. The Model Validation Quantitative Analyst position requires analytical thinking and creative approach in handling client related and internal analytical assignments. The person will be highly involved in the product development and support. The successful candidate will be expected to demonstrate strong motivation towards achieving individual and team objectives as well as excel in building product and client value added. Candidate will be working with Financial Derivative products and risk management tool, gaining a strong understanding of all asset classes and best market risk management practices.
Responsibilities:
- Performs thorough test of both industry standard and proprietary financial models related to factor models, risk and risk budgeting statistics (Value-at-Risk and Expected Tail Loss) and derivative financial instruments;
- Creates and verifies test cases related to the analyses performed;
- Improve and support the existing automation test suites;
- Interacts with all quant and development team members with respect to financial modeling and implementation concepts;
FinAnalytica Job Offer
Required Qualifications:
- Last year student or Bachelor Degree in applied mathematics or related area. Master Degree in probability and statistics or mathematical modeling in finance will be considered an advantage.
- Strong interests in the area of risk management, portfolio management and financial derivatives;
- Technical skills to operate with large datasets (SQL)
- Good knowledge of Java is an advantage;
- Excellent command in Matlab or VBA;
- Very strong analytical skills;
- Excellent oral and written communication skills in English is a plus;
- Excellent command of MS Office – MS Word, MS Excel, MS PowerPoint.
The company offers:
- Unique career opportunity for the local market to build a career in an innovative niche industry and be part of the global trends
- Opportunity to work with a team of highly motivated, talented, young professionals.
- Market-tuned remuneration package and open-minded work environment
If you are interested in this position and believe that your qualifications match these requirements, please send your CV and cover letter to ivan.mitov@finanalytica.com and georgi.mitov@finanalytica.com. Candidates approved for interviews will be contacted personally over the phone. Only a shortlist of approved candidates will be contacted over the phone.
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