5 дней назад
Quantitative Analytics Engineer (Risk Analytics)
145 000 - 200 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Quantitative Analytics Engineer (Risk Analytics): Designing and deploying equity option and exposure models for financial risk analytics using margin and trading data with an accent on option modeling, large-scale data analysis, and production model monitoring. Focus on detecting risk patterns, integrating models with core banking workflows, documenting development evidence, and presenting results to management, auditors, and business partners.
Location: Hybrid role posted in Westlake, Southlake, Chicago, Austin, and Omaha, United States
Salary: USD 145,000–200,000 per year
Company
provides financial services and operates a corporate risk management function covering financial, operational, compliance, and legal risks.
What you will do
- Design, improve, and deploy equity option and exposure models for margin and trading risk analytics.
- Lead the management and maintenance of retail trading datasets.
- Analyze large client and market datasets to identify risk patterns and translate findings into actionable models.
- Collaborate with developers and architects to integrate models with core banking platforms and workflows.
- Document model development, deployment, integration, and performance monitoring for internal and external review.
- Present technical approaches and results to management, auditors, and business partners while contributing to an Agile team.
Requirements
- Bachelor’s or Master’s degree in Computer Science, Mathematics, Engineering, Data Science, Finance, or a related field.
- 5+ years of experience in model development, preferably in financial services.
- 5+ years of experience with SQL, data manipulation, and data visualization.
- Strong Python skills and experience with Pandas, NumPy, PySpark, or similar frameworks.
- Strong knowledge of option models and retail derivatives trading, including Black-Scholes, binomial models, value-at-risk, futures SPAN margin, Monte Carlo methods, and regression.
- Excellent communication and documentation skills, with the ability to manage multiple deliverables and improve processes.
Nice to have
- Knowledge of brokerage processes and regulatory requirements.
- Experience with AWS, Azure, GCP, or hybrid cloud architectures.
- Experience with automation, DevOps platforms, C#, Java, or service-based architectures.
- Experience implementing machine learning and data science solutions.
Culture & Benefits
- Hybrid work and flexibility approach with regular in-person collaboration.
- 401(k) with company match and employee stock purchase plan.
- Health, dental, vision, parental leave, and family-building benefits.
- Paid vacation, volunteering time, and a 28-day sabbatical after five years for eligible positions.
- Tuition reimbursement and continuous learning support.
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