Senior Quant Developer

Senior Quant Developer

14 Aug 2024
New York, New york city, 10022 New york city USA

Senior Quant Developer

Vacancy expired!

Velocity Technology is currently seeking an experienced

Senior

Quantitative Developer/Consultant with expert level Java &/or Python for a brand new development product for Market Risk Management. Our client is located in

midtown, NYC. This is a long term contract position with possible extensions.
Key Responsibilities & Tasks:
  • Front office risk technology development
  • Work actively on developing risk models to calculate and report risk measures such as sensitivity analysis, shock analysis and stress testing.
  • Develop application to calculate portfolio risk attribution using factor model to monitor interest rate risk, credit migration and default risk
  • Day to day support of applications, reporting and visualization
Requirements/ Must have:

  • Java - expert level or Python looking for a highly technical quantitative developer
  • Strong core java skills/experience
  • Solid experience working with market data, and time series databases like KDB
  • Solid experience with Linux, SQL
  • Solid business knowledge in areas of risk and quantitative models.
  • Front-office trading and risk system development & support experience in a high intensity trading environment
Additional Skills / Nice to have:
  • Experience with Bloomberg API and Excel macro a big plus
  • Must be able to perform well under pressure and deliver to tight deadlines
  • Strong troubleshooting skills
  • Service-oriented

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Job Details

  • ID
    JC44872292
  • State
  • City
  • Job type
    Contract
  • Salary
    Based on experience
  • Hiring Company
    Velocity Search Group Inc.
  • Date
    2022-08-08
  • Deadline
    2022-10-07
  • Category

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