JOE Listings (Job Openings for Economists)

August 1, 2014 - January 31, 2015

GE - GRC

This listing is inactive.
Sr Scientist - Quantitative Finance

JOE ID Number: 2014-02_111452434
Date Posted: 12/02/2014
Date Inactive: 01/31/2015
Position Title/Short Description
Title: Sr Scientist - Quantitative Finance
Section: US: Full-Time Academic (Permanent, Tenure Track or Tenured)
Location: Niskayuna, New York, UNITED STATES
JEL Classifications:
C1 -- Econometric and Statistical Methods and Methodology: General
00 -- Default: Any Field
Keywords:
CCAR,financial economics,risk management,computational finance,mathematical finance,econometrics
Full Text of JOE Listing:

Essential Functions:
As a Sr. Scientist in Quantitative Finance, working on an interdisciplinary team, you will:
• Have a strong focus on applications of research methods
• Determine methodologies needed and apply personally, or oversee application of such methodologies by small teams of research scientists
• Identify and define problems embedded within applied research projects, suggest viable approaches for solution, perform and critique appropriate methods using software via a variety of computational packages and programming languages

Requirements:
• Doctorate degree in a quantitative discipline such as finance, economics, statistics, financial mathematics or engineering with at least 7 years of post-PhD experience in a related field such as (1) financial economics, (2) risk management, (3) computational finance, (4) mathematical finance, (5) econometrics, with strong emphasis on application
• Demonstrated ability to apply theoretical knowledge to solve industrial problems
• Competency in programming via standard software packages and languages (e.g. SAS, R, Matlab, C, etc)
• Willingness to travel periodically

Desired Characteristics:
• Experience in interacting with financial regulators
• Experience with CCAR, Stress Testing and Basel principles
• Experience leading small teams of quants (five to eight)
• Professional association involvement (e.g., AFA, AEA, ASA, WFA, SWFA, FRM or PRMIA designation, etc) and an active publication record

Application Requirements:
  • Research Papers
  • CV
Application deadline: 02/28/2015
  • Application Deadline Has Passed