Job Details

ID #43621440
State New York
City New york city
Job type Contract
Salary USD TBD TBD
Source MATRIX Resources, Inc.
Showed 2022-06-25
Date 2022-06-24
Deadline 2022-08-23
Category Et cetera
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Senior Quantitative Developer

New York, New york city, 10013 New york city USA

Vacancy expired!

Grow your career as a Senior Quantitative Developer with an innovative global bank in New York , NY . Long-term contract with excellent growth potential. Will be required to be onsite 2-3 days per week. Will assist with continuing integration of Front Office Pricing models in counterparty credit risk exposure calculations. Focal point will be the further development of the company's counterparty credit risk framework by supporting the inclusion of new products and the associated pricing models, across asset classes such as commodities.

Responsibilities:
  • Contribute to the integration of new derivatives products into the counterparty credit risk framework .
  • Conduct data analysis .
  • Develop model and integration code (C/Python) based on provided specifications .
  • Conduct performance testing of new products .
  • Prepare model documentations to high standards .
  • Support model risk management process, i.e. , provide ad hoc analysis to justify modelling assumptions and/or test results .

Qualifications:
  • Master's degree/PhD in a quantitative discipline .
  • 5+ year s of experience in a quantitative role with sell side institutions .
  • Expertise in coding , developing and testing libraries in C and Python on Linux and Windows platforms .
  • Good understanding of financial products and markets .
  • Experience working with technology teams on model implementation
  • Risk Management full model development cycle .
  • Prefer experience in the whole model development cycle, i.e. mathematical proposal, prototyping, documentation, validation, approvals from senior stakeholders, release to production.

About our client

Our client stands as one of the worlds most renowned global banks and trusted brand with over 200 years of continuously evolving financial services. Its teams provide unique insights to more than 200 million clients and enable progress all over the world. While growing your career, you will work alongside some of the smartest minds in the industry who are excited to share their knowledge and to learn from you.

Equal Employment Opportunity

MATRIX is committed to providing a work environment that values diversity, equity, inclusion and respect. We do not discriminate based upon race, religious creed, color, national origin, ancestry, physical or mental disability, medical condition, genetic information, marital status (including registered domestic partnership status), sex (including pregnancy, childbirth, lactation and related medical conditions), gender (including gender identity and expression), age (40 and over), sexual orientation, military and veteran status and/or any other characteristic protected by federal, state or local law.

MATRIX is committed to providing access and reasonable accommodations for qualified individuals with disabilities. Supporting medical or religious documentation will be required where applicable. If you are a qualified individual with a disability, you may request a reasonable accommodation under the American Disability Act (ADA) by emailing MATRIXHR@MatrixRes.com. To ensure a quick response to your request, please use the words "Accommodation request" as the subject line of your email.

For hourly W2 contract roles MATRIX offers a highly competitive benefit package including Medical, Dental, Vision, Life, Disability, HSA, and 401(k) with pre and post-tax options. Please see MatrixRes.com/Benefits for more information. For direct hire placement with our clients, benefits will be offered in accordance with that particular client's offerings. This may include PTO, Medical, Dental, Vision, 401K and other pre and post-tax options.

Vacancy expired!

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