Senior Quant Developer

12 May 2024

Vacancy expired!

Velocity Technology is currently seeking an experienced

Senior

Quantitative Developer/Consultant with expert level Java &/or Python for a brand new development product for Market Risk Management. Our client is located in

midtown, NYC. This is a long term contract position with possible extensions. Key Responsibilities & Tasks:
  • Front office risk technology development
  • Work actively on developing risk models to calculate and report risk measures such as sensitivity analysis, shock analysis and stress testing.
  • Develop application to calculate portfolio risk attribution using factor model to monitor interest rate risk, credit migration and default risk
  • Day to day support of applications, reporting and visualization
Requirements/ Must have:

  • Java - expert level or Python looking for a highly technical quantitative developer
  • Strong core java skills/experience
  • Solid experience working with market data, and time series databases like KDB
  • Solid experience with Linux, SQL
  • Solid business knowledge in areas of risk and quantitative models.
  • Front-office trading and risk system development & support experience in a high intensity trading environment
Additional Skills / Nice to have:
  • Experience with Bloomberg API and Excel macro a big plus
  • Must be able to perform well under pressure and deliver to tight deadlines
  • Strong troubleshooting skills
  • Service-oriented

  • ID: #40720348
  • State: New York New york city 10022 New york city USA
  • City: New york city
  • Salary: Based on experience
  • Job type: Contract
  • Showed: 2022-05-12
  • Deadline: 2022-07-03
  • Category: Et cetera