Risk Quant Developer - VP - job id 32283


Your Way To Work™

Risk Quant Developer - VP

F/T Employee

Midtown



How to Apply

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Claire Volis


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(732) 757-2841


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(212) 616-4800 ext-590




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 claire@sans.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


Detailed Info:

Key Responsibilities

- 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

problems

- 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