Data Analytics and Modeling Expert

hace 6 días


Madrid, Madrid, España Comptech Associates A tiempo completo

Job Title: US - Data Analytics & Models SME

Location: Remote

Duration: 6+ Months

No. of Positions: 1

Job Description:

Quantitative Profile:

  • Graduate in Mathematics, Physics, Engineering, or Economics
  • Postgraduate in Financial Products / Risks / Quantitative Finance
  • Knowledge of Value-at-Risk (VaR) calculation, Historical Probability Limit (HPL), and experience in back testing
  • Previous experience of at least 3 years in Murex focused on generating reports via MRB and validation and replication tasks (MV and especially sensitivities)
  • High level of written English to document calculations and tests of metrics

Key Responsibilities:

  • Develop and implement data analytics and modeling solutions to support business decisions
  • Design and maintain complex financial models to manage risk and optimize performance
  • Collaborate with cross-functional teams to integrate data analytics into business processes
  • Provide expert-level support for data visualization and reporting
  • Stay up-to-date with industry trends and best practices in data analytics and modeling

Requirements:

  • Strong background in mathematics, physics, engineering, or economics
  • Postgraduate degree in financial products, risks, or quantitative finance
  • Proficiency in Murex and experience with MRB, MV, and sensitivities
  • Excellent written and verbal communication skills
  • Ability to work independently and collaboratively in a team environment


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