Risk Quantitative Developer Risk Quantitative Developer …

Non-disclosed
in New York, NY, United States
Permanent, Full time
Last application, 29 Mar 20
competitive comp package
Non-disclosed
in New York, NY, United States
Permanent, Full time
Last application, 29 Mar 20
competitive comp package
Mid-size hedge fund seeks Risk Management systems focused Quantitative Developer

Job Description:

Will be involved in development, enhancement and support of risk systems and modeling of data structures for Equities, FX, Credit, Rates, Volatility and Exotic products.

  • Enhance and develop fund’s global risk management platform. Support, maintain and improve existing production risk management systems, participating in monitoring performance, maintaining code source control, ensuring code and processes are well-documented.
  • Build tools to extract data, transforming and loading into the risk platform and ensure consistency and accuracy of risk data.
  • Integrate portfolio management system with third party risk vendors  (RiskMetrics, etc.) for prices, valuations, positions and risk measures.
  • Assist risk managers to identify, evaluate and manage the risks of trading strategies across multiple asset classes including equity indices, single name equities, corporate bonds, fixed income and FX.
  • Assist in the enhancement and support of existing risk systems and applications (Valuation, Risk, Pnl Predict, Pnl Explain, Scenario Analysis).
  • Work with risk managers with the visualization of risk info.  
  • Model data structures and processes for all asset classes, equities, fixed income, FX, volatility and exotic products

Requirements:

  • BS/MS in computational field, comp science, math, physics, etc.
  • Strong Python coder
  • Hands-on with databases, T-SQL / SQL Server
  • Strong Excel/VBA skills, visualization tools, Tableau experience, is a plus
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