Въведи своя e-mail и парола за вход, ако вече имаш създаден профил в DEV.BG/Jobs

Забравена парола?

Създай своя профил в DEV.BG/Jobs

За да потвърдите, че не сте робот, моля отговорете на въпроса, като попълните празното поле:

2 x 34 =

Забравена парола

Въведи своя e-mail и ще ти изпратим твоята парола

Една от всички 220 обяви за Data Science в София

Виж всички

Quantitative Researcher

FactSet | София

Only in


Тази обява е публикувана само в DEV.BG Jobs: Преглеждаме значимите български сайтове за обяви за работа (с поне 400 IT обяви за работа). Тази обява не е публикувана в нито един от тях.
13 юли
Обявата е публикувана в следните минибордове
  • Sofia, Bulgaria
  • Съобщи за проблем с обявата

Съобщи за проблем с обявата


    Какво не е наред с обявата?*
    Моля опиши ни, къде е проблемът:
    За да потвърдите, че не сте робот, моля отговорете на въпроса, като попълните празното поле:

    The Analytics SBU is responsible for the strategy, execution and development of products that will establish FactSet as the premier technology partner for the Analytics investment community. The FactSet Risk QRD group (Quantitative Research Development) is looking for a candidate to work with the Risk Model Validation team.

    FactSet is a leading global provider of financial data, analytics and models, with offices in 35 locations worldwide, including New York, London, Frankfurt, Hong Kong, Singapore, Tokyo, and many more.  The Risk Model Validation team collaborates with the Risk Research and the Engineering team to develop new risk models and enhance existing risk models. The team has a crucial role in building a strong brand for FactSet’s Multi-Asset Class risk models by identifying existing risk models’ strengths, possible improvements, and necessary changes. The team supports new risk models’ development as well by providing an independent assessment of risk model results to other teams in the Risk QRD group.

    The Risk Model Validation team is responsible for:

    • The validation of new risk models and the analysis of existing risk models
    • Creating risk model validation documentation
    • Provide clients with analysis to demonstrate risk models’ efficacy
    • Continuously develop the validation process to a cutting-edge standard
    • Monitor production model updates to ensure the accuracy of results

    Business Criteria:

    • A graduate / post-graduate degree in engineering, finance, computer science, mathematics, economics, statistics, or another quantitative discipline
    • In-depth understanding of the quantitative investment management process and market risk models (in particular portfolio risk analysis).
    • Solid knowledge of equity, fixed income and derivative instruments
    • Solid knowledge of Portfolio Analysis and Universal Screening.
    • A strong problem-solving mindset and experience in understanding complex issues
    • Good command of the English language – written and oral

    Desired Skills:

    • Strong quantitative skills (advanced knowledge in mathematics and statistics is critical)
    • Excellent communication and presentation skills with the ability to explain analytical solutions in clear and effective terms
    • Programming knowledge (VBA, Python) is desirable
    • Well organized with the ability to manage multiple priorities
    • Ability to work independently and collaboratively with team members in global offices
    • Industry certifications such as FRM or CFA or progress towards CFA/FRM is highly desired

    Job Responsibilities:

    • Champion the model validation process to support and strengthen the FactSet brand in the global multi-asset class risk market
    • Ensure that models accessed by clients work to specification through effective, thorough and innovative analysis
    • Develop the validation process enhancing and expanding existing analysis following academic work and market best practices
    • Continuously innovate and maintain the validation process to high technical standards
    • Support the Risk Research and Engineering teams by providing clear, thorough and detailed analysis
    • Support the Sales team by providing high standard documentation