Data Analyst Model Testing

Company Overview:
This is a private institutional investment management complex consisting of an international team of researchers and technologists who constantly work toward ever greater quantification and automation in the development of processes.

In this role, candidate will implement and maintain various quality tests and production systems on our quantitative models.

Job Responsibilities:
• Work with Research Departments in designing and formulating the model validation rules and production procedures
• Implement the rules and procedures in an object-oriented framework, via Perl, Python or C++
• Provide level 2 support of issues regarding model tests and production
• Collect and analyze statistics on models and devise approach to improve the test/production procedures
• Produce reports on models regarding their status in the validation or production process
• Design and implement user interface (web based) to interact with Research Departments on model submission and validation

Job Qualifications:
• Interest in applying technology to real situations, comfortable working in fast paced environment, detail oriented and capable performing tasks under time pressure
• Possess effective problem solving both independently or as a member of a team
• Good communication skills: must be fluent in English, spoken and written
• Possess a background in Computer Science, Engineering, Math, Physics, with minimum Bachelor’s degree. Proof of a good academic record (such as GPA or other relevant test scores)
• Experience working under Linux environment, familiar with Vi or Emacs for editing files under the command line
• Experience with programming in C/C++, familiar with common algorithms and data structures (binary tree, sorting, etc), Object Oriented programming and design patterns.
• Familiar with compilers, debuggers under Linux (gcc, g++, gdb).
• Experience with scripting languages, such as Perl, Python, and shell scripting
• Possess knowledge of basic statistics/probability, familiar with concepts such as correlation, standard deviation and how to calculate
• Interface with database (such as MySQL)
• Web site development (Apache, CSS, HTML, ModPerl/Mason)