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Senior Quantitative Developer – Market Risk, VaR & Financial Time Series

DeepData Inc.

Hybrid in New York, New York • Yesterday

Easy Apply

Contract

Depends on Experience

Job Details

Skills

Value At Risk
Python
Microsoft Azure
Kubernetes
Databricks
Collaboration
Analytics
Analytical Skill
Cloud Computing
Apache Spark
Conflict Resolution
Elasticsearch
Modeling
Finance
Problem Solving
Data Processing
Market Risk
Management
Stress Testing
Trading
Time Series

Summary

Senior Quantitative Developer – Market Risk, VaR & Financial Time Series

We are seeking an experienced Senior Quantitative Developer with strong hands-on expertise in market risk analytics, financial time series processing, and Python-based quantitative risk engine development. The ideal candidate will have a solid understanding of Value at Risk (VaR), Expected Shortfall (ES), stress testing, and quantitative modeling, along with the ability to develop scalable and efficient risk analytics solutions.

Responsibilities

The role will involve:

Design, develop, and maintain Python-based quantitative risk engines.
Process, analyze, and manage large-scale financial time series data.
Implement and enhance VaR and Expected Shortfall (ES) methodologies.
Develop and execute market risk stress testing and scenario analysis.
Support risk analytics aligned with FRTB and CCAR frameworks.
Optimize quantitative models, data pipelines, and risk calculations.
Collaborate with quantitative researchers, risk managers, and technology teams.
Ensure accuracy, performance, and reliability of risk analytics solutions.

Requirements

<>Required Skills

Strong hands-on experience in Python-based quantitative development.
Solid understanding of financial time series processing and analysis.
Practical experience with Value at Risk (VaR) and Expected Shortfall (ES).
Experience developing or maintaining market risk engines.
Knowledge of market risk stress testing and scenario analysis.
Strong analytical, quantitative, and problem-solving skills.

<>Preferred Skills

Familiarity with FRTB (Fundamental Review of the Trading Book).
Knowledge of CCAR (Comprehensive Capital Analysis and Review).
Experience with Azure cloud services.
Familiarity with Databricks, Apache Spark, and distributed data processing.
Exposure to Kubernetes and containerized application deployment.

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.

Dice Id: 91175651
Position Id: 9129499
Posted 1 day ago

Fitment

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Contact the job poster

Sanjay Singh

Recruiter @ DeepData Inc.

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Skills

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Summary

Senior Quantitative Developer – Market Risk, VaR & Financial Time Series

Responsibilities

The role will involve:

Design, develop, and maintain Python-based quantitative risk engines.
Process, analyze, and manage large-scale financial time series data.
Implement and enhance VaR and Expected Shortfall (ES) methodologies.
Develop and execute market risk stress testing and scenario analysis.
Support risk analytics aligned with FRTB and CCAR frameworks.
Optimize quantitative models, data pipelines, and risk calculations.
Collaborate with quantitative researchers, risk managers, and technology teams.
Ensure accuracy, performance, and reliability of risk analytics solutions.

Requirements

<>Required Skills

Strong hands-on experience in Python-based quantitative development.
Solid understanding of financial time series processing and analysis.
Practical experience with Value at Risk (VaR) and Expected Shortfall (ES).
Experience developing or maintaining market risk engines.
Knowledge of market risk stress testing and scenario analysis.
Strong analytical, quantitative, and problem-solving skills.

<>Preferred Skills

Familiarity with FRTB (Fundamental Review of the Trading Book).
Knowledge of CCAR (Comprehensive Capital Analysis and Review).
Experience with Azure cloud services.
Familiarity with Databricks, Apache Spark, and distributed data processing.
Exposure to Kubernetes and containerized application deployment.

Dice Id: 91175651
Position Id: 9129499
Posted 1 day ago

Fitment

Dice Job Match Score™

To see how well you match this job, please log in or create an account.

Once logged in, be sure to complete your profile to get the most accurate match score.

Contact the job poster

Sanjay Singh

Recruiter @ DeepData Inc.

View Profile

Create job alert

Never miss an opportunity! Create an alert based on the job you applied for.

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