Quant Developer

Vacancy expired!

W2 Contract Role

Job Description:

• Candidate will assist the Clearing Department on day-to-day activities in support of quant risk team.
• The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.

Principal Accountabilities:

• Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing.
• The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Skills / Software Requirements:

• Strong quantitative and analytical background.

• Excellent programming, testing, communication, and documentation skills.
• Knowledge of
  financial markets.
• Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
• Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.

• Experience with programming languages such as C/C#, R, VBA, and SQL is also required.

Education:

• Bachelor or Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.

Vacancy expired!