Quant Risk developer with python

Overview

Hybrid
$140,000 - $200,000
Full Time
No Travel Required

Skills

modeling
python
R
equities or fx or commodities or value traded products or bonds
market risk
pricing
modeling large data sets

Job Details

Seeking a talented individual with strong quantitative skills to join a Risk Management team. The role will focus on research and implementation of risk models to support risk management and the investment processes across a variety of strategies and asset classes. The successful candidate will work in the intersection of technology, investment, and risk to develop, deliver, and maintain vital modeling, pricing, and data infrastructure across our multi-strategy platform. They will be an active contributor in daily discussions with the risk and investment teams.

Responsibilities

  • Portfolio Analytics and Optimization
    • Assist in research, innovation, design, and implementation
  • Risk and Performance Analytics
    • Develop and maintain risk and performance attribution models
    • Model various portfolio tail-risk measures
    • Financial time series analysis
    • Build and improve intraday risk compliance methodologies
    • Derivative pricing and scenario analysis
  • Research
    • Implement and verify applicability of new industry innovations/publications to our fund model
  • Daily Operations
    • Extend the risk team s reporting and analysis framework
    • Review portfolio and strategy risk

Qualifications

  • S. or M.S. in Computer Science, Electrical Engineering, Chemistry or other STEM field required with strong development skills in real-world quantitative finance
  • A minimum of 2 years relevant professional experience in financial and quantitative environments thusiasm for applying advanced modeling and technology solutions
  • Experience analyzing, manipulating, and modeling large data sets (e.g., Python pandas, R datatable)
  • Adept coding skills in (Python and R preferred) as well as experience with relational databases (MySQL preferred). Experience with visualization packages a plus.
  • Intellectual curiosity and excellent communication skills

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.

About The Astor Group