Position requires a masters degree in Mathematics, Statistics, Engineering, Physics, Economics, Computer Science, orbr related quantitative field plus 2 years of experience in the job offered or an advanced scientific or mathematical occupation.br br Specific skills required Two 2 years of experience inbr Programming languages used for statistical analysis and data programming including R, C, and SQLbr Professional experience in C developmentbr Analytical software like Hadoop, NoSQL, or Rbr Linux and Unix Operating Systemsbr Stochastic Modeling, Optimization, and Simulationbr Documenting and presenting detailed model development and validation outcomes and resultsbr Utilizing best modeling practices and methodologies in the areas of data processing, sampling, model designspecification, model performance assessment, and evaluation testingbr Performing model validations and clearly documenting evidence of validation activities to identify conceptual weaknesses in a model and understand tradeoffs with alternate approaches;br Developing stochastic models;br Working within the regulatory framework for financial institutions and interfacing with regulators and auditors.br Experience in implementing financial models and quantitative strategiesbr Understanding of interest rate derivatives models and mortgage analyticsbr Understanding of data structures, algorithms and design patternsbr Knowledge in Software Lifecycle Management test driven development, continuous integration
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