Our client, a quantitative finance onshore, offshore service organization has the following quant job openings. If you see a fit with your profile please email a copy of your resume and a cover letter to jawwad @ alchemy dot com. Please include the job title “Statistical Analyst, Loan Data Modeling” in the subject line.
Assist onshore research on Loan Data clean up, organization and documentation.
Execute and verify STATA scripts provided onshore team, modify when required.
Convert STATA programs into high level model specifications.
Communicate with offshore analysts helping them to create detailed requirements, clarify and resolve any issues with model specifications.
Conduct research on Market and Economic data sources for purposes of modeling, load and update regularly the data.
Collaborate with offshore developers in data loading and reporting activities.
Minimum Professional and Technical Skills:
Solid understanding of advanced econometrics subjects (time series, MLE, state space models).
Proficiency with statistical software, e.g. SAS, R, SPSS and STATA.
Ability to read and understand academic papers in finance.
Desired: rudimentary programming skills in any programming language.
Desired: Understanding of Fixed Income modeling fundamentals: specify and implement (Excel/R) stochastic processes, such as “standard” term structure process.
Minimum Education, Certification, Training:
Required: BS/BA in Economics, Finance, Statistics or related field.
Course work in advanced time series and econometrics.
Preferred: completed or enrolled in graduate level program in Finance, Economics or Statistic.
Reference(s) from professor(s).
Location: Karachi, Pakistan
Number of positions: Multiple
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