Quantitative Model Validation Engineer

Primary Job Title: Quantitative Model Validation Engineer

Location: Buffalo, NY

Onsite Flexibility: Hybrid - minimum 3 days/week on-site

Contract Details:

• Position Type: Contract
• Contract Duration: 12 months
• Start: ASAP
• Pay Rate: $97.52 / Hour (USD)
• Work Authorization: Applicants must be authorized to work for ANY employer in the U.S. We are unable to sponsor or take over sponsorship of an employment Visa at this time.

Job Summary: The Model Validation team is responsible for independently validating and monitoring cross-asset models and analytics delivered to clients. This role offers the opportunity to work on sophisticated quantitative finance challenges with a focus on validation frameworks and technical excellence.

Key Responsibilities:

• Design and implement validation framework to assess the performance of analytics produced by quantitative Libraries.
• Perform in depth validation of quantitative models and evaluate them using relevant performance metrics.
• Design and implement a technical solution to validate and monitor financial models.
• Develop an understanding of the quantitative library and its key components.
• Produce clear, well structured validation reports and present findings to internal collaborators.
• Define model testing strategies and document model methodologies and assumptions.
• Contribute to build and maintain the automated tests framework.
• Apply strong knowledge of financial markets, including pricing conventions, valuation assumptions.
• Deliver high quality insights and support with a strong customer focused mindset.
• Solve complex analytical and technical problems with a high degree of independence.

Required Skills:

• 5 years of experience with solid understanding of quantitative models and methodologies, with the ability to critically assess and validate them.
• Strong proficiency in Python with good development practices and experience with key data structures and libraries.
• Knowledge of financial markets, products, and pricing frameworks.
• Strong problem solving skills and the ability to work on sophisticated model related challenges.

Education Requirements:

• 5 years of quantitative modeling or financial engineering experience required.

Benefits:

• Medical, Vision, and Dental Insurance Plans
• 401k Retirement Fund

About the Client: Leading provider of financial markets data and infrastructure. Offers open platform, best-in-class data, and expertise to drive performance, innovation, and growth. Powers critical investing, trading, and risk decisions for clients worldwide. Join our team and make a global impact.

About GTT: GTT is a minority-owned staffing firm and a subsidiary of Chenega Corporation, a Native American-owned company in Alaska. We highly value diverse and inclusive workplaces and support Fortune 500 organizations across banking, financial services, technology, life sciences, biotech, utilities, and retail sectors throughout the U.S. and Canada.

Job Number: 26-03916

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