VP quant developer

New York, NY

Post Date: 02/22/2018 Job ID: 10555602 Industry: IT Perm
New role for Global Risk team and they will help build the Risk team in Mumbai
Looking for a QUANT who is still very hands on technically with either JAVA, C# or C++---the environment is JAVA and C#
Must know Python, R and SAS are pluses
Must know SQL to retrieve lots of data
Should have good modeling and modelling validation exp.
Will consider folks with Ph.D's

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

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

Susan Abrams

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