Quantitative Developer (Python) (New York City Metropolitan Area)

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