Operations Research Analyst

Formulate and apply analytical models, optimize currently used models to analyze information to assist management in solving business problems and optimizing profits; define data requirements, gather, validate information, and analyze data using quantitative & qualitative statistics, cluster analysis, survival analysis, and Cox regression model; develop decision support applications using VB.NET and T-SQL Query language; validate quantitative methodologies and models for market valuation and risk measurement; implement various Value at Risk (VaR) methodologies - analytical VaR and historical and Monte Carlo simulated VaR; design specific stress tests to identify future potential market exposures; report results of back testing and stress testing on a regular basis; design and prepare management reports defining and evaluating operational problems of client companies and recommending solutions.

Qualifications:

Master’s degree in Operations Research, Economics or Statistics. Must be proficient in quantitative and statistical analyses, Credit Risk Management, Value-at-Risk (VaR), VB.NET & T-SQL query language thru experience, coursework or self-study.