Quantitative Developer - Python

Company: TSR Consulting Services, Inc.
Location: New York, New York, United States
Type: Full-time
Posted: 12.FEB.2021

Summary

TSR is a premier National U.S. Staffing company with over 50 years of staffing excellence. Our client, a leading Financial Services company...

Description

TSR is a premier National U.S. Staffing company with over 50 years of staffing excellence.

Our client, a leading Financial Services company, is hiring multiple Quantitative Developers on a W2 contract basis.

Work Location: New York City / Irving, TX / Tampa, FL

Quantitative Developer/Analyst - Python

Key Responsibilities:
Risk Technology is looking for a Python quant developer/analyst. The candidate will help develop advanced scenario generation and valuation models for Counterparty Credit Risk Management. The role requires excellent communication skills, strong analytical problem solving abilities, solid academic background and fundamental programming skills. Knowledge of financial products and markets is essential to succeed in this role.

Core responsibilities include:

  • Design and implement scenario and stress-testing software services
  • Develop expertise in the firms standard quantitative framework
  • Manage multiple tasks effectively and independently to meet deadlines

Job Skills / Qualifications:
  • Advanced degree (MS or equivalent) in a quantitative field such as Math, Statistics, Physics, Computational Finance, Engineering, Computer Science
  • Minimum of 6 years of software development experience, which doesnt all have to be in Python
  • 3+ recent years of hands-on software development experience in Python (expert programmer)
  • Familiarity with OTC Product space knowledge of fundamental traded products, valuation methodologies, market data, basic risk management concepts
  • Strong experience developing software on Linux; standard unix tools, such as make, bash scripting, git
  • Some source control, e.g. git
  • Able to communicate and interact effectively with technical counterparts in IT and the firm quant group
  • Well-organized, and able to meet delivery commitments
  • Experience using standard Python libraries such as pandas, numpy, flask
Please contact me directly if you are interested in learning more about this opportunity or to discuss our referral program if you know anyone that may be interested.

Regards,
Kevin Grant
Senior Technical Recruiter

- provided by Dice

 
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