The Quantitative Financial Analyst (QFA) is responsible for helping to design and test various financial models that Clearwater develops. This role has significant exposure to a wide array of financial products and quantitative modeling techniques in all asset classes, risk metrics, amortization and performance models. Includes access to back office pricing systems and validation libraries designed for benchmarking and model testing. This role researches various financial models and proposes the best solutions. Communicates and coordinates results with impacted departments.
Responsibilities:
· Researches and develops mathematical models for advanced financial calculations.
· Develops, maintains and executes test plans for financial models.
· Researches and analyzes various data to determine proper inputs for financial models.
· Performs hands-on testing of new financial products or enhancements to existing products.
· Defines complex scenarios and variations in data to adequately test the functionality.
· Monitors and investigates the automated test results.
· Submits defects in defect tracking system and retests and verifies these defects once they are fixed.
· Interacts with other Financial Subject Matter Experts (SMEs) and development teams to identify and refine requirements.
· Reviews and provides feedback on requirements, design, and scope documents.
· May assist with education and training regarding enhancements or newly created financial models.
· none for level
· Regularly assists developers in analyzing unexpected regressions for a code change
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