Quantitative Risk Management Consultant (W2, Hybrid New York)

About the position Quantitative Risk Management Consultant W2 Contract Hybrid New York 0-5 years experience Top Skills' Details Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. Strong quantitative and analytical experience Knowledge of financial markets. Knowledge in quantitative risk modeling and statistical models in risk management preferred. Knowledge in derivatives modeling and volatility models preferred. Programming languages such as C++/C#, R, VBA, Python, and SQL Nice to have: Developing risk models (Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.) Requirements • Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. • Strong quantitative and analytical experience • Knowledge of financial markets. • Knowledge in quantitative risk modeling and statistical models in risk management preferred. • Knowledge in derivatives modeling and volatility models preferred. • Programming languages such as C++/C#, R, VBA, Python, and SQL Nice-to-haves • Developing risk models (Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.) Benefits • Medical, dental & vision • Critical Illness, Accident, and Hospital • 401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available • Life Insurance (Voluntary Life & AD&D for the employee and dependents) • Short and long-term disability • Health Spending Account (HSA) • Transportation benefits • Employee Assistance Program • Time Off/Leave (PTO, Vacation or Sick Leave) Apply tot his job