senior quantitative developer Jobs

1 - 17 of 17 Jobs

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Source Code Technologies LLCCompany Name - Source Code Technologies LLC

•

Westerville, Ohio, USA

Full-time, Third Party

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) Type: 6 MONTHS Contract Experience:12 + yrs 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 model explainability layer

Senior Quantitative DeveloperJob Title - Senior Quantitative Developer

Vipany GlobalCompany Name - Vipany Global

•

Westerville, Ohio, USA

Contract

Urgent requirement Senior Quantitative Developer Westerville, OH--United States Job Title : Senior Quantitative Developer Job Type : C2C location: : Westerville, OH--United States Job Description 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 modelgovernance frameworks. Create model explainability layers

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Hanker Systems IncCompany Name - 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

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Teknoviq SolutionsCompany Name - Teknoviq Solutions

•

Westerville, Ohio, USA

Contract, Third Party

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 model explainability layers using tools such as SHAP, LIME, or custom counterfactual frameworks to support model governance and audit.Participate in the lifecycle of CECL and CCAR models, including data pr

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Data Systems Integration GroupCompany Name - Data Systems Integration Group

•

Westerville, Ohio, USA

Contract, Third Party

Job Title: Senior Quantitative Developer Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) Type: Contract 6 Positions 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 model explainability layers using tools suc

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Hanker Systems IncCompany Name - Hanker Systems Inc

•

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

Senior Quantitative Developer Machine Learning & Regulatory Credit RiskJob Title - Senior Quantitative Developer Machine Learning & Regulatory Credit Risk

Vipany GlobalCompany Name - Vipany Global

•

Westerville, Ohio, USA

Full-time, Third Party

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 model explainability layers using tools such as SHAP, LIME, or custom counterfactual frameworks to support model governance and audit. Participate in the lifecycle of CECL and CCAR models, including dat

Quantitative DeveloperJob Title - Quantitative Developer

Data Systems Integration GroupCompany Name - Data Systems Integration Group

•

Westerville, Ohio, USA

Contract, Third Party

Westerville, OH (Hybrid 3 days onsite) 10+ years in quantitative development or model risk analytics, preferably in banking, regulatory modeling, or enterprise risk domains.Advanced expertise in:Python (NumPy, pandas, scikit-learn, PyTorch/TensorFlow)Apache Spark (Scala) for distributed ML workloadsAzure Kubernetes Services (AKS), Terraform, MLflowDeep understanding of U.S. regulatory frameworks: Basel /IV, CECL, SR 11-7, SR 15 18/19, and CCAR.Proven experience building interpretable ML models

Senior Quantitative Researcher, Strategy Developer, Buy-Side - RJob Title - Senior Quantitative Researcher, Strategy Developer, Buy-Side - R

Next Step SystemsCompany Name - Next Step Systems

•

Chicago, Illinois, USA

Full-time

Senior Quantitative Researcher, Strategy Developer, Buy-Side, Chicago, IL We are looking to hire a highly talented Senior Quantitative Researcher, Strategy Developer to join the technology team. This Senior Quantitative Researcher, Strategy Developer position is 100% Onsite and NOT open for Remote. Senior Quantitative Researcher, Strategy Developer Responsibilities: - Work collaboratively with the technology and business teams to develop an understanding of complex financial markets, products,

Senior Quantitative DeveloperJob Title - Senior Quantitative Developer

London Stock Exchange GroupCompany Name - London Stock Exchange Group

•

New York, New York, USA

Full-time

LSEG (London Stock Exchange Group) is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge and worldwide presence across financial markets, we enable businesses and economies around the world to fund innovation, manage risk and create jobs. It's how we've contributed to supporting the financial stab

PGIM Quantitative Solutions - Sr. Software Developer - .NET/SalesforceJob Title - PGIM Quantitative Solutions - Sr. Software Developer - .NET/Salesforce

PGIMCompany Name - PGIM

•

Newark, New Jersey, USA

Full-time

Job Classification: Technology - Engineering & Cloud What you will do: PGIM Quantitative Solutions is looking to hire a Software Developer to join its Systems Development team to help build and support Investment Management technology solutions. This is an exciting time to join PQS as it embarks on a multi-year strategic program to migrate existing business applications to Microsoft Azure, Fabric & Power Apps platforms. As such, PQS is seeking an experienced individual with capabilities both

Data/Information Mgt Sr Lead (CCR, Model Dev, Quant) - SVP - New York (Hybrid)Job Title - Data/Information Mgt Sr Lead (CCR, Model Dev, Quant) - SVP - New York (Hybrid)

CitiCompany Name - Citi

•

Remote or New York, New York, USA

Full-time

The Team: Are you ready to join a team that is transforming Risk Data for Citi? If so, then this role will provide the opportunity to make a difference for Citi by implementing sound data governance over critical Risk data in partnership with the business and technology. A good foundation in Risk systems, data and reporting will help you be successful in this essential role. This role is responsible for leading activities that contribute to the definition of the Enterprise Data Governance Stra

Machine Learning and Data Science EngineerJob Title - Machine Learning and Data Science Engineer

MethodHubCompany Name - MethodHub

•

Westerville, Ohio, USA

Third Party, Contract

Senior Quantitative Developer - Machine Learning & Regulatory Credit Risk Location: Westerville, OH (Hybrid 3 days onsite) 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 model explainability layers using tools such as SHAP, LIME, or cu

Asset & Wealth Management-Dallas-Associate-Quantitative EngineeringJob Title - Asset & Wealth Management-Dallas-Associate-Quantitative Engineering

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

•

Dallas, Texas, USA

Full-time

Job Description Asset and Wealth Management Division - Engineering Goldman Sachs Quantitative Engineering is a leading developer of quantitative models and cutting edge systems to solve complex business problems. Working with the firm's trading, operations, finance, sales, banking and investing businesses, engineers use their mathematical and scientific training to create financial products, advise clients on transactions, identify market opportunities, assist managing risks, and provide techn

Asset & Wealth Management- New York- Associate- Quantitative EngineerJob Title - Asset & Wealth Management- New York- Associate- Quantitative Engineer

Goldman Sachs & Co.Company Name - Goldman Sachs & Co.

•

New York, New York, USA

Full-time

Machine Learning & Regulatory Credit RiskJob Title - Machine Learning & Regulatory Credit Risk

Source Code Technologies LLCCompany Name - Source Code Technologies LLC

•

Westerville, Ohio, USA

Third Party, Contract

Looking Experience:12 + yrs Job Title: Machine Learning & Regulatory Credit Risk (Senior Quantitative Developer ) Location: Westerville, OH (Hybrid 3 days onsite) Type: 6 MONTHS 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 model explain

Senior Engineer, Macro AnalyticsJob Title - Senior Engineer, Macro Analytics

Balyasny Asset ManagementCompany Name - Balyasny Asset Management

•

New York, New York, USA

Full-time

Role Overview We are in the process of completely redeveloping our macro trading and analytics system to deliver a state-of-the-art solution. This involves C++ components running on server, alongside a suite of applications operating on Windows desktops and within Excel. We are seeking for experienced Quantitative Developer who is adept at writing high-performance Monte Carlo simulation code, distributing data flows and calculations, and deploy cross-platform C++ components into containers runn