-
ID
#17760221 -
Job type
Contract -
Salary
Based on experience -
Source
Velocity Search Group Inc. -
Date
2021-07-22 -
Deadline
2021-09-20
Senior Quant Developer
New York, New york city, 10022 New york city USAContract
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
- 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
- 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
Vacancy expired!
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