Our client, a leading global financial services company, has approximately 200 million customer accounts and does business in more than 140 countries. They provide consumers, corporations, governments and institutions with financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.

Description:
Quant modeling skills, python or spark skills, financial engineering knowledge and market risk knowledge;
2 years of experience

Day to Day responsibilities: research, analyze, develop codes (SQL, Python, Spark), and document market risk models for FRTB projects.
Education requirement: Master's degree in Finance, Computer Science, Statistics, or another quantitative field (Mathematics, Engineering, Econometrics, Economics, etc.) is required. PhD is preferred.
Days required to be in office: FTE is required 2 days in Irving office, but I think it is flexible for contractors.
Hours per week: 40 hours

168503

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