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Quantitative Analyst

Samprasoft

Quantitative Consultant/Software Engineer

Location: Washington, DC/Plano, TX

Duration: 8-12+ months Contract

Job Description/Requirements:

  • Looking for model software implementation validator OR SW engineer who has modelling application implementation exposure.
  • Migrating Libor Model to Sofr Model
  • Will be taking care of overall migration process.
  • Must have experience with model implementations & model reviews
  • AWS cloud experience is nice to have but not required.
  • Should have 5+ years of experience with at least one programming language like Python, Java, R and C++
  • Will make sure that there would be no error during migration.
Vacancy posted 4 days ago
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