Financial and IT Modeling (Quantitative model) developer

  • Reston, VA
  • Posted 1 day ago | Updated 1 day ago

Overview

Hybrid
$50 - $65
Contract - W2
Contract - 6 Month(s)

Skills

Data Science
Data Modeling
Amazon Web Services
Amazon Lambda
AWS Batch
Finance
NumPy
NoSQL
Mortgage
Monte Carlo Method
Python
SQL
Git
Database
Pandas
Pricing
Apache Spark
Amazon S3
Amazon EC2
Continuous Delivery
Continuous Integration
Computer Science

Job Details

Title: Financial and IT Modeling (Quantitative model) developer

Location: Reston, VA(In-person Interview)

Technical Skills
Proficiency in Python with strong experience using quantitative/statistical packages (NumPy, pandas, SciPy, statsmodels, scikit-learn, QuantLib).
Strong SQL skills for working with large mortgage/loan datasets.
Ability to design, implement, and optimize Monte Carlo simulations and time-series models.
Experience building, testing, and maintaining production-ready Python/Shell code with Git, unit testing, and CI/CD.
Hands on experience with AWS services like Amazon S3, AWS Lambda, AWS Batch, AWS Glue, AWS EMR, Cloudwatch and IAM , EC2

Quantitative Modeling Knowledge
Familiarity with Potential Future Exposure (PFE) methodologies for counterparty credit risk.
Understanding of interest rate modeling using time series techniques.
Basic understanding of derivative pricing and exposure dynamics.
Exposure to macro risk factor models relevant to mortgage portfolios.

Soft Skills
Strong analytical and problem-solving skills with attention to detail.
Ability to clearly communicate results and technical design to both modelers and business stakeholders.

Focused on manipulating data in a software engineering capacity. Some of that data might live in relational systems, but it's increasingly moving towards NoSQL systems and data lakes. Normalize databases and ascertain the structure of the data meets the requirements of the applications that are accessing the information. Construct datasets that are easy to analyze and support company requirements. Combine raw information from different sources to create consistent and machine-readable formats. Skills: This IT role requires a significant set of technical skills, including a deep knowledge of SQL, data modeling, and tools like Spark/Hive/Airflow.

Education/Experience:
Master s in Data Science, Computer Science, Applied Math, or Financial Engineering; or Bachelor s in same fields with 5+ years of quantitative model development experience in Python, SQL.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.