Data Analyst (Model Testing)


Company:: Ogilvie Search
Location:: Greenwich, CT
Job Type:: Full Time
Category:: Hedge Funds


Posted:: 2/6/2013

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Job Description

Key Job Responsibilities

Work with Trading/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 trading 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 Trading/Research departments on model submission and validation Job Requirements
Be Interested in applying technology to real situation, comfortable working in fast paced working environment, detail oriented and capable performing task under time pressure
Possess effective problem solving both independently or as a member of a team •Have good communication skills: must be fluent in English, spoken and written
Possess a background in Computer Science, Engineering, Math, Physics, with minimum Master's degree. Proof of a good academic record (such as GPA or other relevant test scores)
Have experience working under Linux environment, familiar with Vi or Emacs for editing files under the command line
Have experienced 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)
Have 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)