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Python Interpersonal And Communication Skills Consultant
(Jobs in Charlotte, NC)
 
Requirement id 98819
Job title Consultant
Job location in Charlotte, NC
Skills required Python, C++, SQL Experience, Interpersonal And Communication Skills
Open Date 09-Oct-2019
Close Date
Job type Contract to Hire
Duration 12 Months
Compensation DOE
Status requirement ---
Job interview type ---
   Email Recruiter: coolsoft
Job Description Consultant: Python, C++, SQL Experience, Interpersonal And Communication Skills

Candidate must be our W2 Employee


Description :

The Counterparty Credit Risk Analytics (CCRA) team within the Enterprise Counterparty & Market Risk organization is responsible for all counterparty credit analytics for the firm. In particular the individual will be responsible for developing, testing and supporting Potential Future Exposure (PFE) and Expected Positive Exposure (EPE) models, working collaboratively with Front Office model developers on CVA development, testing and on-going monitoring, and working with cross-functional teams on counterparty credit capital initiatives. Most of the modeling is based on Monte Carlo simulations and full re-valuations of derivatives, therefore the ideal candidate will be a subject matter expert in derivative pricing as well as Monte Carlo simulation development. Underlying assets include commodities, equities, foreign exchange, interest rates, credit derivatives and structured products. The models are used for counterparty limit setting with the goal to reach approval for usage of regulatory capital charge calculation (Internal Methodology Models).



Key responsibilities for this role will include, but not be limited to, the following:

Research, develop, test, support and document the simulations and their calibration methodologies, especially related to SOFR curves
Research, develop, test, support and document the pricing models in broad assets
Perform back-testing on the models and perform other forms of ongoing monitoring of simulation and pricing models, investigate performance issues identified through testing or from users
Perform model benchmarking, materiality impact analysis for model weakness and limitations



The ideal candidate will have relevant experience with a successful track record of accomplishing complex projects. The candidate should be a good team player to be able to assist/support the high-priority project - IBOR transition within entire bank. He/she is expected to be good at managing the collaborations and relationships across teams, as well as making excellent progress individually under supervisions.





Required Qualifications



Basic knowledge in capital market
Work experience in C++/Python programming and SQL
Efficiency in writing clear and quality technical documentation





Desired Qualifications



Advanced degree with Masters degree or above in quantitative disciplines such as computer science, mathematics or engineering etc.
Excellent verbal, written, and interpersonal communication skills
Solid background in derivative valuation and stochastic processes
Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment
 
Call 502-379-4456 Ext 100 for more details. Please provide Requirement id: 98819 while calling.
 
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(Consultant: Python, C++, SQL Experience, Interpersonal And Communication Skills in Charlotte, NC)
     
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