Core Responsibilities:
You will:
Design test plans for models using regression and optimization techniques.
Identify edge cases from historical account activity and optimization objectives.
Validate algorithm accuracy and performance under varied market conditions.
Strategic Responsibilities:
Implement regression tests for optimizers handling dynamic market data.
Ensure output consistency during data refreshes.
Automation & Tools:
Build automated scripts using Python, R, or MATLAB.
Integrate tests into continuous integration pipelines.
Maintain detailed logs for long-term auditability.
Team & Collaboration:
Work closely with researchers and developers to understand model specifications.
Document defects and provide actionable insights.
Experience & Education:
Bachelor s or Master s in Computer Science, Mathematics, Finance, or related field.
10+ years in software testing, including 3+ years in financial systems.
Technical Skills:
Expertise in regression, optimization algorithms, and statistical modelling.
Experience with Unit, Integration, and Performance Testing for computational engines.
Proficiency in Python, R, or MATLAB for automation and analysis.
Familiarity with portfolio theory, risk metrics, and financial instruments.
Knowledge of automation frameworks and Git version control.
Soft Skills:
Strong analytical and problem-solving abilities.
Clear communication for complex topics and stakeholder engagement.
Ability to challenge assumptions and validate model logic.
Preferred:
Experience with Azure cloud environments.
Exposure to Gurobi or similar solvers.

Keyskills: Computer science Automation Manager Quality Assurance Wealth management Analytical Performance testing market data Asset management MATLAB Python