Quantitative Analytics

Job Description

Job Role: Quant Analytics with Python (Market Risk)

Location: Jersey City, NJ (Hybrid)

Job Type: Full-time permanent role

Job Description:

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• Strong hands-on experience in Python development with the ability to build analytical solutions for complex quantitative and market risk use cases.
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• Experience or background in Market Risk Analytics in a plus, including understanding of P&L calculations, P&L vectors, risk metrics, and quantitative data processing.
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• Experience working with large-scale financial datasets and performing complex aggregations, transformations, and analytics on high-volume data.
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• Candidate will focus on developing solutions for pricing analytics, risk analytics, trade analytics, or financial modeling environments.
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• Ability to process and optimize data pipelines handling billions of records, with a focus on performance, scalability, and efficiency.
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• Experience working within global banking or capital markets organizations and handling enterprise-scale financial datasets.
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• Preference for candidates who combine strong quantitative/domain knowledge with technical development skills, rather than purely application development experience.
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• Preference for candidate who has experience solving real-world analytical problems involving vector calculations, complex aggregations, and quantitative data modeling.
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• Familiarity with distributed computing/grid computing platforms and running large-scale analytics workloads is a plus.
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• Ability to collaborate effectively with Quant teams and business stakeholders.
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• Strong communication and problem-solving skills.
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