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 desirableRequired 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 desirableBS degree or above in Computer Science, Mathematics, or related fields
  • Financial qualification (CFA, FRM, CQF, etc) desirable

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Level

Senior L5

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Custom Computer Programming Services

Posted

8 days ago

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