Risk Quant Developer - VP
F/T position at a global financial services firm.
Pay Options: F/T Employee
Contact Claire Volis. call (732)791-4721 / (212)616-4800 ext.590 or email email@example.com with the Job Code CV32283 or Click the Apply Now button ().
Location: Midtown 5th.
Skills required for the position: QUANT, OBJECT ORIENTED PROGRAMMING, , JAVA or C++ AND R or PYTHON
- Contribute to matters related to risk modeling on asset classes such as Equities, Fixed Income/Liquidity,
Multi-Asset and Fund of Funds
- Assist in model testing and performance monitoring of vendor based risk and pricing analytics
- Balance strong, innovative research skills with the practical ability to implement workable solution to
- Be a team player with the ability to work effectively with colleagues to deliver state of the art analytics in
a timely and efficient manner
Development/Computing Environment: Qualifications
Required Education and Key Skills
- 5-10 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
- Publication in peer reviewed academic/practitioner journals is a plus
- Programming skills in statistical packages such as R, Python, SAS , Matlab and S+, Java, C# and database systems such as Sybase.
- Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay's POINT, RiskMetrics, BlackRock and SunGard APT
- Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics
- Excellent communication and technical writing skills
- Driven, highly motivated and results focused
- Strong leadership experience
The position offers competitive compensation package.
Job Id: 32283