Client: Options Clearing Corporation (OCC)

Title: Model Validation Engineer
Location: Hybrid Onsite (Chicago IL) 3 days/week Mandatory

Contract: 12 months

Target Rate: $95/hour C2C

Visa Status: USC, GC, H4, H1B

Summary of 'Must Have' Skills:
- Proven experience in Production Environment, Continuous Integration Cycles
- Agile Environment experience
- Object Oriented Design/Development expertise
- Need 3+ years of production-level programming background - Language preferred; C#, .Net Or *see below
- SQL
- Time Series Analytics
- Data Analytics skills (telling the story with data)
- Statistical Visualization experience
* Large Financial Data Sets experience (Trading, Commodities, Interest rates, Etc.)

* Must have excellent verbal and written communication skills .

Responsibilities and Requirements:

• Maintain and service the Model Validation Group Servers.
• Design and maintain systems for the manipulation and visualizations of data to support model back testing.
• Design, implement, and maintain data storage and retrieval methods for high-volume financial data.
• Need 3 + years production-level programming background - Language preferred; C#, Net OR *1 of the following : C++, SQL, VisualStudio, IntelliJ/Eclipse (or SpringSource); R language, Java.
• Software design: effective application of design patterns, expertise in object-oriented design
• Create documentation for new code and test cases.
• Manage GIT repositories for the model validation group.
• Implement and manage model change impact tests and model stress tests.
• Recreate production analysis in various test environments.

Nice to haves:

Advanced Degree - (preferably in quantitative subject)

Scientific programming and strong mathematical background