Overview
On Site
$65 - $75 hourly
Accepts corp to corp applications
Contract - Independent
Contract - W2
Contract - Temp
Skills
Value at risk
Financial risk management
Attention to detail
Java
Quantitative Analysis
Risk management
Risk assessment
Software development
Data management
Statistics
Problem solving
Effective communication
Financial services
Design
Finance
Optimization
Collaboration
IMPACT
Algorithms
Testing
Management
Modeling
Data
Documentation
Reporting
Presentations
R
Python
MATLAB
Analytical skill
Job Details
RESPONSIBILITIES:
Kforce has a client that is seeking a Quantitative Programmer (Java) in Jersey City, NJ.
Overview:
We are seeking a skilled Quantitative Programmer with expertise in Java programming and a strong understanding of Value at Risk (VAR) methodologies. The ideal candidate will possess a combination of quantitative analysis skills, programming proficiency, and a keen interest in financial risk management. You will be responsible for developing and implementing VAR models, conducting quantitative analysis, and collaborating with cross-functional teams to optimize risk management strategies.
Responsibilities:
* VAR Model Development: Design, develop, and maintain robust VAR models using Java programming language; Implement various statistical and mathematical techniques to accurately assess and quantify financial risk
* Quantitative Analysis: Conduct thorough quantitative analysis to evaluate the effectiveness and reliability of VAR models; Identify areas for improvement and optimization to enhance risk management processes
* Risk Assessment: Collaborate with risk management teams to assess the potential impact of market fluctuations and identify key risk factors; Utilize VAR models to measure and monitor the exposure of the organization to various types of risk
* Software Development: Write clean, efficient, and maintainable code in Java to implement VAR models and related algorithms; Ensure code quality through rigorous testing and code reviews
* Data Management: Manage and analyze large datasets to extract relevant information for VAR modeling purposes; Develop data preprocessing techniques to enhance the accuracy and reliability of VAR calculations
* Documentation and Reporting: Document VAR model methodologies, assumptions, and results effectively; Prepare comprehensive reports and presentations to communicate findings and recommendations to stakeholders
REQUIREMENTS:
* Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Finance, or a related field
* Strong proficiency in Java programming language with experience in software development
* Experience with statistical analysis tools and libraries (e.g., R, Python, MATLAB) is a plus
* Solid understanding of quantitative finance concepts, particularly Value at Risk (VAR) methodologies
* Familiarity with financial markets, products, and risk management principles
* Excellent analytical and problem-solving skills with a meticulous attention to detail
* Effective communication and collaboration abilities, with the capacity to work in a dynamic team environment
* Prior experience in financial services or risk management is desirable but not mandatory
The pay range is the lowest to highest compensation we reasonably in good faith believe we would pay at posting for this role. We may ultimately pay more or less than this range. Employee pay is based on factors like relevant education, qualifications, certifications, experience, skills, seniority, location, performance, union contract and business needs. This range may be modified in the future.
We offer comprehensive benefits including medical/dental/vision insurance, HSA, FSA, 401(k), and life, disability & ADD insurance to eligible employees. Salaried personnel receive paid time off. Hourly employees are not eligible for paid time off unless required by law. Hourly employees on a Service Contract Act project are eligible for paid sick leave.
Note: Pay is not considered compensation until it is earned, vested and determinable. The amount and availability of any compensation remains in Kforce's sole discretion unless and until paid and may be modified in its discretion consistent with the law.
This job is not eligible for bonuses, incentives or commissions.
Kforce is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.
Kforce has a client that is seeking a Quantitative Programmer (Java) in Jersey City, NJ.
Overview:
We are seeking a skilled Quantitative Programmer with expertise in Java programming and a strong understanding of Value at Risk (VAR) methodologies. The ideal candidate will possess a combination of quantitative analysis skills, programming proficiency, and a keen interest in financial risk management. You will be responsible for developing and implementing VAR models, conducting quantitative analysis, and collaborating with cross-functional teams to optimize risk management strategies.
Responsibilities:
* VAR Model Development: Design, develop, and maintain robust VAR models using Java programming language; Implement various statistical and mathematical techniques to accurately assess and quantify financial risk
* Quantitative Analysis: Conduct thorough quantitative analysis to evaluate the effectiveness and reliability of VAR models; Identify areas for improvement and optimization to enhance risk management processes
* Risk Assessment: Collaborate with risk management teams to assess the potential impact of market fluctuations and identify key risk factors; Utilize VAR models to measure and monitor the exposure of the organization to various types of risk
* Software Development: Write clean, efficient, and maintainable code in Java to implement VAR models and related algorithms; Ensure code quality through rigorous testing and code reviews
* Data Management: Manage and analyze large datasets to extract relevant information for VAR modeling purposes; Develop data preprocessing techniques to enhance the accuracy and reliability of VAR calculations
* Documentation and Reporting: Document VAR model methodologies, assumptions, and results effectively; Prepare comprehensive reports and presentations to communicate findings and recommendations to stakeholders
REQUIREMENTS:
* Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Finance, or a related field
* Strong proficiency in Java programming language with experience in software development
* Experience with statistical analysis tools and libraries (e.g., R, Python, MATLAB) is a plus
* Solid understanding of quantitative finance concepts, particularly Value at Risk (VAR) methodologies
* Familiarity with financial markets, products, and risk management principles
* Excellent analytical and problem-solving skills with a meticulous attention to detail
* Effective communication and collaboration abilities, with the capacity to work in a dynamic team environment
* Prior experience in financial services or risk management is desirable but not mandatory
The pay range is the lowest to highest compensation we reasonably in good faith believe we would pay at posting for this role. We may ultimately pay more or less than this range. Employee pay is based on factors like relevant education, qualifications, certifications, experience, skills, seniority, location, performance, union contract and business needs. This range may be modified in the future.
We offer comprehensive benefits including medical/dental/vision insurance, HSA, FSA, 401(k), and life, disability & ADD insurance to eligible employees. Salaried personnel receive paid time off. Hourly employees are not eligible for paid time off unless required by law. Hourly employees on a Service Contract Act project are eligible for paid sick leave.
Note: Pay is not considered compensation until it is earned, vested and determinable. The amount and availability of any compensation remains in Kforce's sole discretion unless and until paid and may be modified in its discretion consistent with the law.
This job is not eligible for bonuses, incentives or commissions.
Kforce is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.