- Citigroup (New York, NY)
- …leveraging a range of statistical and numerical tools and methods including Monte Carlo and Historical Simulation; Utilizing C++ and Python as core programming ... languages for model development and testing; Writing model documentation including model design, model usage, and ongoing testing techniques; Building data mining tools for analyzing large amounts of data in Python; Supporting daily operations and risk… more
- Citigroup (Queens, NY)
- …valuable. + Excellent quantitative and analytic skills, including stochastic calculus, Monte Carlo simulation, and numerical methods. + Strong communication and ... documentation skills are required. + Ability to work independently as a validator as well as collaboratively as a team player. + Working experience of Python is strongly preferred; knowledge of C++ is a plus. + Master's Degree or equivalent in a quantitative… more
- Wells Fargo (New York, NY)
- …partners + Solid knowledge of financial mathematics, particularly, stochastic calculus, Monte -Carlo and other numerical methods + Strong hands-on programming skills ... in C++ and Python, and proficient in the model implementation + Delivery focused with experience partnering with technology to deploy the model in the system + Ability to work on multiple projects and effectively organize tasks, manage time, set priorities and… more
- L3Harris (Rochester, NY)
- …(IPPD), and Integrated Program Management Report (IPMR) strongly desired * Monte Carlo Risk Analysis (Schedule Risk Analysis) * Agile Development methodologies ... associated with EVMS * Critical thinking and problem solving * Attention to detail and quality of product deliverables * EVMS - Earned Value Management Systems * Structured Solutions - SSI tools management * Program management and or Coordination, SDLC… more
- Citigroup (New York, NY)
- …+ Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers + Collaborate closely ... with Traders, Structurers, and technology professionals. + Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure + Build a culture… more
- NVIDIA (New York, NY)
- …to Finance industry use-cases such as ML/DL, recommender systems, GNN, monte -carlo simulations, Quantitative Finance, etc. by working closely with customers. What ... We Need To See: + BS/MS/PhD in Computer Science, Electrical/Computer Engineering, Physics, Mathematics, or other Engineering fields (or equivalent experience) + 12+ years experience as an ML/Software Engineer with a proven track record in writing code in… more
- NVIDIA (NY)
- …to Finance industry use-cases such as ML/DL, recommender systems, GNN, monte -carlo simulations, Quantitative Finance, etc. by working closely with customers. What ... We Need To See: + BS/MS/PhD in Computer Science, Electrical/Computer Engineering, Physics, Mathematics, or other Engineering fields (or equivalent experience) + 12+ years experience as an ML/Software Engineer with a proven track record in writing code in… more
- Grant Thornton (Melville, NY)
- …utilizing advanced statistical and financial concepts such as stochastic processes, Monte Carlo simulations, binomial lattices (equity and interest rage models), and ... real options for your Complex Financial Instruments team within the CFO Advisory Services solution family - all with the resources, environment and support to help you excel. You'll collaborate with other teammates and provide high quality client service… more
- Citigroup (New York, NY)
- …finance and statistical analysis skills. + Familiarity with Numerical analysis/ Monte -Carlo methods. + Knowledge of probability and stochastic calculus. Education: ... Master's degree or equivalent in computer science, mathematics, engineering or physics. This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. This job description provides a… more
- New York Power Authority (White Plains, NY)
- …projects to validate bid results. Creates cashflows for estimated projects, Monte Carlo analysis and value engineering. **Responsibilities** + Independently assess ... and coordinate cross disciplinary activities for the successful development and execution of program and project estimates. + Select and apply codes, standards and procedures to work tasks appropriately. + Provide technical leadership in state-of-the-art… more