Python Quantitative Developer

Python Quantitative Developer

28 Jul 2024
New York, New york city, 10001 New york city USA

Python Quantitative Developer

Vacancy expired!

Job Title: Quant Developer

Duration: 3 Years

Location: New York, NY


Job description:
FRTB is an industry-wide regulatory initiative to which includes proposals to introduce a framework for Market Risk. We require an experienced quantitative developer to join the Market Risk Engine team to work on FRTB, initially on IMA.
The successful candidate will work on the build-out of new functionality for FRTB. They will need to work closely with Methodology quants, and to work with developers and BAs across the 4 main offices globally (New York, London, Shanghai, Mumbai). They will have to analyse requirements for new and existing market risk models and translate them into cohesive technical solutions also ability to develop tools in python to prototype market risk models or new requirements. The ability to be clear and precise in both written and verbal communication is also critical.

Skills, experience, qualifications and knowledge required:
  • Master’s or Bachelors degree in Financial Engineering or Computer Science
  • Experience developing Front Office pricing/risk models and working with FO quant libraries
  • Python, preferable Java too.
  • Market Risk – VaR methodology, P&L Explains/Predict, FRTB, IMA
  • Comfortable building distributed computing systems, worked with compute grid tech
  • Good communication skills.

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Job Details

  • ID
    JC17408663
  • State
  • City
  • Job type
    Contract
  • Salary
    Depends on Experience
  • Hiring Company
    APN Consulting Inc
  • Date
    2021-07-27
  • Deadline
    2021-09-25
  • Category

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