Quantitative Java Risk Developer

Consultant
New York
Posted 1 week ago

Quantitative Java Risk Developer

Key Responsibilities & Tasks:

  • Develop Quant models for risk management of portfolios with linear & non-linear products
  • Work closely with CRO/Risk manager on analyzing model output
  • Ongoing maintenance and upgrades to the Quant. Models
  • Work with disparate sources including market data and upstream trading data
  • Build and maintain model documentation

 Qualifications/ Experience:

  • Strong Java skills – looking for a highly technical quantitative developer
  • Deep knowledge of capital market products including derivatives, with real world experience
  • Solid experience in working with market, reference & position data
  • Solid experience with SQL, Linux
  • Past experience in the development and support of derivative risk system with high intensity and attentiveness to trading environment is a plus

 Additional Skills:

  • High analytical skills and desire to learn the business
  • Must be able to perform well under pressure and deliver to the tight deadlines
  • A natural problem solver with good diagnostics skills
  • A committed team player with can-do attitude
  • Strong desire to learn and apply learnt knowledge / skills
  • Service-oriented

Job Features

Job CategoryBanking, Finance, Information Technology, Technology

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