- Santander US (New York, NY)
- …frameworks, financial time series analysis. + Strong foundation in stochastic calculus, Monte Carlo simulations, and numerical methods. + Experience with vendors ... such as PolyPaths, Numerix, Bloomberg, Mortgage Data is a plus. **Soft Skills:** + Excellent communication skills to interact with trading desks, risk teams, and regulatory stakeholders. + Excellent written and verbal communication skills, with the ability to… more
- Coinbase (Albany, NY)
- …probit model, random forest, gradient boosting, etc. * Have a good understanding of Monte Carlo Simulation and Brownian Motion in the financial industry setting. ... * Understand the key credit risk and market risk assessment metrics and how to model these metrics: Potential Future Exposure, Probability of Default, Loss Given Default, Option Greeks, etc. * Demonstrate proficiency in following programming skills: Python,… more
- Citigroup (New York, NY)
- …prediction models for stress losses and other risk metrics based on Monte - Carlo simulation method and advanced sampling techniques; Using advanced mathematical ... skills to assess model performance for risk metrics including VaR and EDS; Participating in model development or validation process including model documentation, performance analysis, obtaining approval from model validation, and maintaining model through… more
- Publicis Groupe (New York, NY)
- …Component Analysis (PCA), Decision Trees/Random Forest, Bayesian Inference, Markov Chain Monte - Carlo (MCMC). + Familiarity with common advanced marketing ... analytics solutions such as Customer Segmentation, Marketing Mix Modeling (MMM), Multi-touch Attribution (MTA) + Familiarity with the capabilities and mechanics of a broad range of advertising media channels, such as Television, Radio, Print, Search, Display,… more
- University of Rochester (Rochester, NY)
- …optimization through improved algorithms and parallelization + Coupling of an inline 3D Monte Carlo hot electrons package to 3D radiation hydrodynamics code ... Excession, for interpretation of pre-heat on current OMEGA experiments and extrapolations at higher energy scales for Inertial Fusion Energy + Assessment of the effect of magnetic fields on hot electrons by coupling of the hot electron package with… more
- Publicis Groupe (New York, NY)
- …Component Analysis (PCA), Decision Trees/Random Forest, Bayesian Inference, Markov Chain Monte - Carlo (MCMC). + Familiarity with common advanced marketing ... analytics solutions such as Customer Segmentation, Marketing Mix Modeling (MMM), Multi-touch Attribution (MTA) + Familiarity with the capabilities and mechanics of a broad range of marketing measurements and technologies such as Ad Servers, DSP, DMPs, CRMs,… more
- Wells Fargo (New York, NY)
- …quant + 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 models within a system. + Ability to work on multiple projects and effectively organize tasks, manage time, set… more
- Citigroup (New York, NY)
- …derivatives and alternative investments. * Knowledge with financial modeling (including Monte Carlo simulation, optimization, and regression) and statistical ... analysis tools. * Familiarity with Python (including data science and visualization libraries). * Familiarity with data engineering technologies like: R, Agile Framework, Visualization tools like Tableau, Qlik * Strong written / verbal / proposal communication… more
- Citigroup (New York, NY)
- …business 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… more
- Citigroup (Queens, NY)
- …be 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… more