Senior Consultant - Model Testing - BPO/ITeS

- Participating in the creation, execution and development of Front Office test plans.

- Participation in the creation, execution and development of model monitoring plans.

- Checking the consistency and accuracy of quantitative models.

- Performing an extensive set of tests to ensure that Front Office models are robust, consistent and well-behaved under current and distressed market conditions.

- Writing code (C++, Python, VBA, etc.) and refactor codes under the strict supervision of Forum Capital's Manager and after receiving approval to do so.

- Compiling and presenting results (minimal commentary/interpretation.)

- Participating in the production of formal summary and analysis documentation.

- Actively participating & contributing in team discussions on project specific areas/assignments.

- Review reports of junior members and training them on model implementation and model testing.

Essential qualifications/ Market skill set :

- 4+ years of quantitative development experience with minimum Master's/PhD in a quantitative field such as math, statistics, engineering, physics, economics, computer sciences, etc.

- Performing model implementation and model testing using Python, C++, R, and SQL or other programming languages and mathematical/statistical packages

- Documenting testing results using word, LaTeX or other word processing programs

- Ability to prioritize work, meet deadlines, achieve goals, and work under pressure in a dynamic and complex environment