Quantitative Developer (Python) (New York City Metropolitan Area)
Summary
A senior quantitative developer at a top-tier global fintech will productionize research-developed risk models, build and maintain the risk and scenario engines, expose analytics APIs, and support the team's data platforms (position, pricing, reference data) — primarily writing production-grade Python.
A top tier global fintech business are currently looking for a senior Risk QD specialist.
We need a hands-on senior QD to join the team with a primary focus on development of new risk models and functionality for the risk & scenario engines. In addition the role will involve development and support for the data platforms owned by the QD team (position, pricing, reference data).
Responsibilities;
● Productionization of research developed risk models into the risk engine, Improving research tools and models, e.g. Back testing, Option pricing / Vol-fitting ○ APIs for internal and external customer with customized analytics
● Maintaining / supporting improving / extending the scenario engine and risk engine code
● Contributing to data platforms (e.g. position aggregation, pricing logic) Knowledge, Skills & Abilities
● Ability to write production-grade (robust and maintainable) Python code
● Strong problem-solving skills and attention to detail.
● Excellent communication skills and ability to work collaboratively in a team environment.
● Strong stakeholder management skills
● Knowledge of risk models and margin methodologies desirable
Required experience;
● At least 8+ years of experience in quantitative software development at top-tier firm
● Built large scale systems
● Experience in Risk, Prime or Treasury technology functions desirable
BS degree or above in Computer Science, Mathematics, or related fields
● Financial qualification (CFA, FRM, CQF, etc) desirable