10 часов назад
Staff Quantitative Developer (Risk)
179 400 - 243 136$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Staff Quantitative Developer (Risk): Building pricing libraries and multi-asset risk analytics for fixed income, credit, and derivatives with an accent on valuation models, scenario analysis, and risk sensitivities. Focus on designing high-performance distributed systems, expanding instrument coverage, and delivering customized risk solutions with direct client collaboration.
Location: Office - New York, United States
Salary: $179,400.00–$243,136.45 per year
Company
provides a SaaS platform for investment accounting, risk, and performance for insurance companies, asset managers, and institutional investors.
What you will do
- Design, implement, and maintain pricing libraries and risk models for fixed income, credit, and derivatives instruments.
- Build scenario analysis, risk sensitivity, P&L attribution, and cash flow generation capabilities.
- Develop robust, maintainable software focused on performance, correctness, and extensibility.
- Write tested code, participate in code reviews, maintain technical documentation, and improve shared libraries.
- Identify technical debt, performance bottlenecks, and test coverage gaps.
- Mentor engineers, collaborate across teams, and deliver customized risk solutions and platform integrations directly with clients.
Requirements
- 9+ years of quantitative development experience in financial services, preferably in front-office or risk technology.
- Expertise in risk and valuation analytics across fixed income, credit, and/or derivatives.
- Strong Python proficiency; experience with C++ or Java is a plus.
- Knowledge of yield curve construction, credit spread modeling, and standard risk sensitivities.
- Experience with distributed systems and microservices on AWS, Azure, or GCP.
- Bachelor’s or Master’s degree in mathematics, physics, financial engineering, computer science, or a related quantitative field.
Culture & Benefits
- Close collaboration with cross-functional developers and direct engagement with clients.
- Mentorship and contribution to continuous learning.
- Health, vision, and dental insurance.
- 401(k), paid time off, parental leave, and medical leave.
- Short-term and long-term disability insurance benefits.
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