Market Risk Quant Developer

New York, NY



  • Work closely with Methodology quants, and work with developers and BAs across the 4 main offices globally
  • Analyze requirements for new and existing market risk models and translate them into cohesive technical solutions
  • Develop tools in python to prototype market risk models or new requirements.




  • Masters or Bachelors degree in Financial Engineering or Computer Science
  • Experience developing Front Office pricing/risk models and working with FO quant libraries
  • Python, preferable Java too.
  • Market Risk – VaR methodology, P&L Explains/Predict, FRTB, IMA
  • Comfortable building distributed computing systems, worked with compute grid tech






Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 1/21/2021
Salary $125,000 - $145,000 + bonus

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