Senior Scientist – Quantitative Finance
Title: Senior Scientist – Quantitative Finance
- Reference #: 1764898
- Employer: GE Global Research
- Location: Niskayuna, NY
- Job Description:
• Doctorate degree in finance, economics, or statistics with at least 7 years of post-degree experience in a related field such as: (1) financial economics, (2) financial engineering, (3) computational finance, (4) mathematical finance, (5) econometrics, with strong emphasis on application
• Experience leading teams with an outstanding track record of successful execution
• Demonstrated ability to apply theoretical knowledge to solve industrial problems
• Competency in programming via standard software packages and languages (e.g. SAS, R, Matlab, C, etc.)
• Willingness to travel periodically based on customer need.
• Legal authorization to work in the U.S. is required. We will not sponsor individuals at the Masters level for employment visas, now or in the future, for this job opening.
• Experience in interacting with financial regulators
• Strong understanding of economic capital, credit products, credit markets, and credit-related models
• Knowledge of Basel II/III framework and of VaR methodologies
• Professional association involvement (e.g., AFA, WFA, SWFA, FRM or PRMIA designation, etc.) and an active