Requirements
- Master’s degree in computer science, statistics, mathematics, physics or related and two (2) years of experience as a Quantitative Analytics Specialist, Quantitative Researcher, or related
- Must have work experience with each of the following: 1) implement advanced mathematical and statistical predictive models for risk management using GARCH models, Expected Shortfall models, or Copula-based models; 2) design and apply model validation and performance monitoring studies using advanced statistical methods such as regression discontinuity designs for causal inference, Kolmogorov-Smirnov tests for data-drift detection, or Kupiec test for Value-at-Risk backtesting; 3) develop quantitative software using programming languages Python, R or MATLAB, building SQL data extraction pipelines for SQuirrel SQL Client or Microsoft SQL Server, and create quantitative libraries and software repositories with Github; and 4) implement advanced optimization algorithms such as Stochastic Optimization, Markov Chain Monte Carlo or Quadratic Programming.
Benefits
- A highly collaborative and supportive environment developed to encourage work-life balance and employee wellness.
- A hybrid work environment, up to 2 days per week of remote work
- Tuition Reimbursement to support your continued education
- Student Loan Repayment Assistance
- Technology Stipend allowing you to use the device of your choice to connect to our network while working remotely
- Generous PTO and Parental leave
- 401k Employer Match
- Competitive health benefits including medical, dental and vision
Work Arrangement
Hybrid
Additional Information
- Up to 40% telecommuting permitted.
- OCC offers a standard benefits package.
- No calls.
- EOE.
