Quant Developer

New York, NY
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Our client, a leading global financial services company, has approximately 200 million customer accounts and does business in more than 140 countries. They provide consumers, corporations, governments and institutions with financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management.



Description:

Risk Management BU

Senior Quant Developer

Senior Quant Developer/Python/C

Key Responsibilities:

Risk Technology is looking for a hands-on Senior Python/C quant developer. The candidate will design and develop advanced scenario generation and valuation models for Counterparty Credit Risk Management. The role requires excellent communication skills, strong analytical problem solving abilities, solid academic background and expert programming skills. Knowledge of financial products and markets is essential to succeed in this role.

Core responsibilities include:



• Design and implement analytical models for counterparty credit and market risk calculations.

• Support end-to-end model validation and application platform integration testing

• Ability to interpret and analyze new regulatory analytics requirements.

• Mentor junior developers.

• Maintain up-to-date understanding of the project and communicate, at a variety of levels, the activities, risks, issues, assumptions, dependencies of the project

• Manage multiple tasks effectively and independently to meet deadlines



Job Skills / Qualifications:

• Advanced degree (PhD/MS/MEng) in a quantitative field such as Math, Statistics, Computational Finance or Engineering

• 7 years of hands-on software development experience in C (expert programmer)

• 4 years of hands-on software development experience in Python (expert programmer)

• Advanced Quantitative Skills: Numerical Methods, Stochastic Calculus/Prob
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