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Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Hanker Systems Inc

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Westerville, Ohio, USA

Contract

Hello All, This is Archana from hanker systems Inc. I'm trying to reach you regarding the role ML and Regulatory Credit Risk Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Requirement ID: 94518 Location: Westerville, OH (Hybrid 3 days onsite) Client: JPMorgan Chase & Co. Type: Contract Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure envi
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Posted 15 days ago

Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Hanker Systems Inc

•

Westerville, Ohio, USA

Contract

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Requirement ID: 94518 Location: Westerville, OH (Hybrid 3 days onsite) Client: JPMorgan Chase & Co. Type: Contract Key Responsibilities: Develop and implement regulatory credit risk models (PD, LGD, EAD) using Python, Spark (Scala), and distributed systems in a Kubernetes-based Azure environment. Build scalable ML pipelines integrated with MLflow, CI/CD (Azure DevOps), and model governance frameworks. Create mode
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Posted 16 days ago

Quantitative Finance(QuantFi) Director

The Caldwell Group

•

Jersey City, New Jersey, USA

Full-time

We are seeking a highly skilled, experienced Solidity Engineer with experience in Quantitative Finance (QuantFi) to join our growing team. The ideal candidate will have a deep understanding of quantitative financial processes including: derivatives, swaps, lending and repo markets, collateral management and liquidation, and other advanced trades. The candidate must also have experience with blockchain technology and its associated smart contract capabilities.Bachelor s Degree in Computer Science
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Posted 43 days ago | Updated 4 days ago

C++ Quantitative Developer - NYC / Chicago- Leading HFT Firm

Oxford Knight

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New York, New York, USA

Full-time

Salary: up to $300,000 USD base + discretionary bonus Summary Exciting opportunity to work at one of the world's leading HFT firms with offices across NYC and Chicago. You will be working with a small team of extremely talented and motivated individuals to collaborate with each other and compete in the world's financial markets. Seeking an ultra-low-latency C++ expert with a solid track record in quantitative finance to work on strategy development and code optimization. Requirements Build and o
Posted 25 days ago

C++ Quantitative Developer - NYC / Chicago- Leading HFT Firm

Oxford Knight

•

Chicago, Illinois, USA

Full-time

Salary: up to $300,000 USD base + discretionary bonus Summary Exciting opportunity to work at one of the world's leading HFT firms with offices across NYC and Chicago. You will be working with a small team of extremely talented and motivated individuals to collaborate with each other and compete in the world's financial markets. Seeking an ultra-low-latency C++ expert with a solid track record in quantitative finance to work on strategy development and code optimization. Requirements Build and o
Posted 25 days ago

Quant Engineer

The Ceres Group

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Boston, Massachusetts, USA

Full-time

Quant Engineer to work in collaboration with the Research, Portfolio Management and Data teams to develop and implement new models, architect solutions and build powerful analytic tools. This is an exceptional opportunity to help build out alpha, risk, transaction cost and portfolio analysis systems at the firm as part of an entrepreneurial team. The successful candidate will be integral to developing the platform and infrastructure for quantitative models used in our equity products. As a membe
Posted 60+ days ago | Updated 13 days ago

Wealth Management-New York-Associate-Quantitative Engineering

Goldman Sachs & Co.

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New York, New York, USA

Full-time

Job Description Asset & Wealth Management - Associate Quantitative Strategist in Wealth Management Strats Our quantitative strategists are at the cutting edge of our business and solve real-world problems through a variety of analytical methods. As a member of our team, you will utilize your training in mathematics, programming, and logical thinking to build quantitative models that drive success in our business. Your problem-solving talents and aptitude for innovation will help define your co
Posted 60+ days ago | Updated 8 hours ago

Quantitative Engineering, Market Risk, Vice President, Dallas, TX

Goldman Sachs & Co.

•

Dallas, Texas, USA

Full-time

Job Description Risk aims to effectively identify, monitor, evaluate, and manage the firm's financial and operational risks - including reputational risk - in support of the firm's strategic plan. Our Risk develops comprehensive processes to monitor, assess, and manage the risk of expected and unexpected events that may have an adverse impact on the firm. Risk teams play a critical function for the firm, driving how the firm takes and manages risk. Risk professionals execute critical day-to-da
Posted 60+ days ago | Updated 8 hours ago