Job Overview

Company:
Shimento, Inc.
Title:
Quantitative Analyst
Skills:
R, C++. Matlab, Time-series Quantitative Analysis
Date Posted:
4-18-2014
Location:
San Francisco, CA
Area Code:
415
Employ. Type:
FULLTIME CON_CORP CON_IND CON_W2 CON_HIRE_CORP CON_HIRE_IND CON_HIRE_W2
Pay Rate:
DOE
Job Length:
12-18 Months
Position ID:
107175
Dice ID:
10126196
Travel Required:
none
Telecommute:
no

Contact Information

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Job Description

  • Quantitative Analyst
  • San Francisco, CA

Our client in San Francisco, CA is looking for a PhD in Economics or in Finance for a 12 months contract position. 

Responsibilities

  • Perform quarterly execution and performance monitoring of EC models, analyze the model results and provide quantitative analysis in case model performance warning flag is triggered.  
  • Ongoing model development , investment return tail return models, interest rate models
  • Meticulously document the thought process and the execution processes of EC models to meet the requirements of internal and external regulators and auditors, perform R&D to address all the findings from these regulatory bodies

Qualifications:

  • Programming skills: R preferred, C++/Matlab experience over 3 years acceptable
  • Familiarity with fundamentals of time series analysis, finance and investment theories, probability theory
  • Ability to perform independent analysis, not just churning numbers
  • Ability to pro-actively discern issues, and come up with a to do list on his/her own, and can deliver upon their to do list
  • Econometrics knowledge if not familiar with time-series
  • Be able to demonstrate that he/she has delivered a product, outline the thought process, execution and ability to meet deadlines, and during the interview can describe one project that they carried out from a conceptual beginning to an execution/monitoring end.
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