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Quant Developer - Market Risk Job Opening In New York – Now Hiring Mindlance


Job description

Job Description

Responsibilities:
Some key responsibilities include:
• Build and maintain productionized analytical tools, applications, and infrastructure including AI powered apps, for the business and traders’ use to assess market risk, stress loss and capital metrics, and to develop efficient portfolio level hedge strategies.


• Develop well-structured high-quality code and contribute to contribute to large-scale in-house python libraries.


• Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.


• Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.



Qualifications:
• + years of experience in quantitative development in the financial industry.


• Must have strong technical/programming skills in python.

Experience in collaborative code development through use of Git/Bitbucket and similar platforms.

Familiar with software development principles.

Able to design, structure, and modularize complicated program.


• Familiar with SQL, and experience working with large dataset.

Skilled in data cleaning, transformation, and processing using Python libraries such as pandas and numpy.


• Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools like Tableau is a plus.


• Understanding of commonly used market risk metrics and method such as VaR, stress testing is a plus.


• Clear and concise written and verbal communication skills.



This job description provides a high-level review of the types of work performed.

Other job-related duties may be assigned as required.



Education:
• A PhD or Master’s degree in a technical discipline such as statistics, mathematics, physics, computer science, quantitative finance, operations research or similar.



Required Skill Profession

Computer Occupations


  • Job Details

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Unlock Your Quant Developer Potential: Insight & Career Growth Guide


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The Work Culture

An organization's rules and standards set how people should be treated in the office and how different situations should be handled. The work culture at Mindlance adheres to the cultural norms as outlined by Expertini.

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Mindlance interview tips for Quant Developer   Market Risk

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