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
- 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
- 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: #41154823
- State: New York New york city 10022 New york city USA
- City: New york city
- Salary: Based on experience
- Job type: Contract
- Showed: 2022-05-19
- Deadline: 2022-07-16
- Category: Et cetera