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Последний выпуск: 19.06.2015

Modeler/Analyst $1000-1500

12K
25 июля 2006 года
Allied Testing, LLC
11 / / 07.07.2006
Modeler/Analyst
Вакансия компании Allied Testing
alliedtesting.com

Moscow branch of an American software company is looking to recruit a modeler/analyst.

Регион: Москва
Требуемый опыт работы: 1-3 года
Предполагаемый уровень месячного дохода: от 1000 до 1500


Requirements:
Experience in statistical data processing (mainly financial data), fitting mathematical models and its quality testing.
Experience in using of statistical software. Experience with Matlab is an asset.
Deep knowledge in statistics, understanding of financial basics, knowledge of securities pricing theory and arbitrage theory, scientific publications in math/finance/econometrics are the assets.
Good spoken and written English abilities are desirable
Good communication skills
Responsibilities:
Implementation of models by using MatLab and their quality testing.
Preprocessing of row market data: adaptive data cleaning, smoothing/aggregation/filtration,
Time series analysis, in particular analysis of non-heterogeneous time series.
Market model fitting, relevance analysis of traditional statistical models (ARIMA, GARCH etc), model quality testing
Read scientific publications (mainly on English), make propositions about improvements of realized models
Compensation package:
-Bonuses
-Medical insurance
-Lunch in the office

Remote or part-time work is NOT AN OPTION!!!

Please e-mail your detailed resume/CV (in English or in Russian) to with the name of the position MODELER specified in the subject field.
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