Job Details

ID #21507967
State New York
City New york city
Job type Contract
Salary USD Depends on Experience Depends on Experience
Source Make Corporation
Showed 2021-10-22
Date 2021-10-21
Deadline 2021-12-19
Category Et cetera
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Quantiative Developer- No third parties plz

New York, New york city, 10282 New york city USA

Vacancy expired!

Quantitative Developer#AF – 24692

Location: NEW YORK, NY

Duration: 6 Months+

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.

Requirements:
  • Strong quantitative and analytical background.
  • Excellent programming, 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.
  • Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.

Education:
  • Bachelor or Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.

Vacancy expired!

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