Job Description

DETAILS:

Domain: Banking

Position: Quantitative Developer

Duration: 9 Months (Possibility of extension or conversion)

Location: New York City, NY (Hybrid – 3 Days/Week Onsite)

The front office Market Quantitative Analysis (MQA) is looking for a quant developer to support the In-Business Market Risk MQA team, working along with trading and in-business risk managers in developing and maintaining tools and infrastructure to manage market risk metrics and capital.

Qualifications:

• 6+ years of experience in quantitative development in the financial industry.
• Must have strong technical/programming skills in python. Experience in collaborative code development through use of Git/Bitbucket and similar platforms. Familiar with software development principles. Able to design, structure, and modularize complicated program.
• Familiar with SQL, and experience working with large dataset. Skilled in data cleaning, transformation, and processing using Python libraries such as pandas and numpy.

Desired Skills & Experience

• Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools like Tableau is a plus.
• Understanding of commonly used market risk metrics and method such as VaR, stress testing is a plus.

What You Will Be Doing

• Will support a Market Risk team, working along with trading and in-business risk managers in developing and maintaining tools and infrastructure to manage market risk metrics and capital.
• Build and maintain productionized analytical tools, applications, and infrastructure including AI powered apps, for the business and traders use to assess market risk, stress loss and capital metrics, and to develop efficient portfolio level hedge strategies.
• Develop well-structured high-quality code and contribute to contribute to large-scale in-house python libraries.
• Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
• Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.

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