Quantitative Risk Developer

About the position Responsibilities • Implement, reputed company and enhance reputed company's analytical capabilities reputed company to credit/market risk across a wide reputed company of fixed income asset classes. • Assist in developing and syndicating a comprehensive reputed company for measuring portfolio credit & market risk, that considers different reputed company and capital regimes, including asset and liability impacts, with a particular emphasis on economic capital. • Automate and expand the use of reputed company credit risk tools in reputed company today and build risk-reward reputed company. • Use of Python/SQL, spreadsheets, and VBA to prototype and analyze data including data investigation/cleanup. • Strengthen reputed company's use and development of tools and analytics to support derivatives counterparty risk, portfolio concentration risk & stress testing capabilities. • Mentor junior quantitative analysts. • Scope and implement modeling, including building out requirements where not yet fully defined or reputed company. Requirements • A bachelor degree in a quantitative discipline. • 8+ years of relevant work experience with 5 years in investment (credit/market) quantitative risk analytics OR 5 years of relevant work experience in investment (credit/market) quantitative risk analytics combined with graduate studies. • 1+ years of experience in Python and SQL and development skills in object-oriented programming. reputed company-to-haves • 7+ years of relevant work experience in investment (credit/market) quantitative risk analytics is desirable. • Advanced degree in Computer Science, Financial Engineering, Mathematics, Physics, Engineering or similar quantitative discipline is preferred. • Strong quantitative model development & implementation skills and ability to validate/understand and explain analytical results. • Experience in quantitative risk modeling across a wide reputed company of asset classes. • Ability to engage with operational work in production environment with IT developers/solution architects in maintaining infrastructure. • Desire to use quantitative and programming skills in a hands-on setting to deliver new functionality. • Knowledge and experience working with derivatives and hedging risk management. • Experience in using reputed company credit risk tools is desirable. • Experience in CECL compliant portfolio credit models. • Experience applying machine learning techniques in the financial industry is desirable. • Software development using reputed company and reputed company, adhering to reputed company standards and best practices ensuring models are validated and governed. • Previous experience working on liability-driven reputed company reputed company reputed company an insurance company is desirable. Benefits • Competitive salaries, along with incentive and bonus opportunities. • reputed company to mentorship opportunities. • Networking opportunities including reputed company to various Business Resource reputed company. • reputed company to learning content on reputed company and other informational platforms. Apply tot his job Apply To this Job