Progspectra

Quantitative Risk Modeler

⭐ - Featured Role | Apply direct with Data Freelance Hub
This role is for a Senior Quantitative Risk Modeler in the banking industry, offering a contract length of "unknown" and a pay rate of "unknown." Key skills include advanced Python, SQL, and expertise in probabilistic theory and game theory. A PhD in Mathematics, Physics, or Statistics is required.
🌎 - Country
United States
💱 - Currency
$ USD
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💰 - Day rate
Unknown
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🗓️ - Date
April 8, 2026
🕒 - Duration
Unknown
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🏝️ - Location
Unknown
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📄 - Contract
Unknown
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🔒 - Security
Unknown
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📍 - Location detailed
Tampa, FL
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🧠 - Skills detailed
#Mathematics #Data Mining #Statistics #Database Design #Plotly #SQL (Structured Query Language) #Security #ML (Machine Learning) #Visualization #Jupyter #Datasets #Cybersecurity #Python
Role description
Progspectra is seeking a Senior Quantitative Risk Modeler for one our esteemed clients in the banking industry. Key Responsibilities • Modeling: Implementation of Nash/Bayesian game theory and dynamic systems to predict risk. • Machine Learning: Apply advanced ML and statistical algorithms to large-scale cyber datasets. • Visualization: Build executive dashboards using PowerBI or Plotly. • Governance: Align models with industry-standard Cybersecurity Frameworks. Required Qualifications • Education: PhD in Mathematics, Physics, or Statistics. • Theory: Mastery of probabilistic theory, game theory, and dynamic systems. • Technical: Advanced Python, SQL, and Jupyter/VS Code. • Communication: Ability to present technical findings to non-technical senior management. Preferred Skills • Experience with Cybersecurity Frameworks and telemetry data. • Proficiency in algorithmic, Bayesian, or Nash game theory subfields. • Expertise in data mining and complex database design. If job posting says paused or closed, send resume to hr@progspectra.com