Quantitative DeveloperJob Description Must Have Technical/Functional Skills · 10+ years of experience in Quantitative Development, Risk Analytics, Front Office Risk Technology, or Capital Markets Risk Platforms. · Strong knowledge of Fixed Income products, including: Repo / Reverse Repo Government Bonds Corporate Bonds Interest Rate Derivatives Total Return Swaps (TRS) · Strong understanding of: Risk calculations and exposure measurement Bond pricing and yield curve analytics Interest rate sensitivity (DV01/PV01) Funding and financing risk Scenario analysis and stress testing · Advanced Python development skills with expertise in: Python Pandas NumPy Data analysis and numerical modeling · Strong analytical, troubleshooting, and root cause analysis skills. · Experience investigating risk, valuation, and exposure discrepancies. · Ability to reconcile outputs across risk systems, trading platforms, and finance calculations. · Strong understanding of market data, curves, trade lifecycle events, and their impact on risk calculations. · Experience working directly with traders, desk quants, risk managers, and finance users. · Excellent communication and stakeholder management skills. Good to Have Skills · Experience with Quartz or similar front-office risk and analytics platforms. · Experience in Capital Markets, Fixed Income Trading, or Financing businesses. · Knowledge of risk attribution, explainability, and quantitative analytics frameworks. · Exposure to enterprise risk platforms and front-office technology environments.
Roles & Responsibilities:- Enhance and support a Fixed Income and Financing Risk Platform focused on Repo business and risk analytics.
- Investigate unexplained risk, valuation, and exposure movements across trading and risk systems.
- Perform reconciliation between risk systems, trading platforms, and finance calculations.
- Conduct root cause analysis of incorrect or unexpected risk and valuation results.
- Analyze the impact of market data changes, yield curve movements, trade amendments, and booking issues on risk calculations.
- Work closely with traders, desk quants, risk managers, and finance teams to explain and resolve risk-related issues.
- Develop and enhance risk analytics, attribution, and explainability capabilities.
- Validate and challenge risk and valuation calculations to ensure analytical accuracy.
- Debug complex calculation issues across multiple systems and data sources.
- Design and implement analytical solutions using quantitative and risk domain expertise.
- Support production issues, troubleshooting, testing, and continuous platform improvements.
TCS Employee Benefits Summary:
Discretionary Annual Incentive. Comprehensive Medical Coverage: Medical & Health, Dental & Vision, Disability Planning & Insurance, Pet Insurance Plans. Family Support: Maternal & Parental Leaves. Insurance Options: Auto & Home Insurance, Identity Theft Protection. Convenience & Professional Growth: Commuter Benefits & Certification & Training Reimbursement. Time Off: Vacation, Time Off, Sick Leave & Holidays. Legal & Financial Assistance: Legal Assistance, 401K Plan, Performance Bonus, College Fund, Student Loan Refinancing.
Salary Range:
$100,000 - $125,000 a year Location Jersey City, NJ Job Function TECHNOLOGY Role Engineer
