Quantitative Developer

Grow your career as a Quantitative Developer with an innovative global bank in New York, NY. Contract role with strong possibility of extension. Will require working a hybrid schedule 3 days onsite per week.

Join one of the world's most renowned global banks and trusted brand with over 200 years of continuously evolving financial services worldwide. You will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Contract Duration: 9+ Months

Required Skills & Experience

• A PhD or Masters degree in a technical discipline such as statistics, mathematics, physics, computer science, quantitative finance, operations research or similar.
• 6+ years of experience in quantitative development in the financial industry.
• Must have strong technical/programming skills in Python.
• Must be programming proficient with Python, C++, and able to handle difficult programming or system design questions.
• 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.
• Clear and concise written and verbal communication skills.

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.