- New York, NY, USA
- Permanent, Full time
- Zenith Search
- 28 Jul 16
The Quantitative Developer will be a key member of wholesale model development and deployment team within the Model Research and Development. The successful candidate will help implement state of the art models in wholesale credit; explain the forecasted results to LOB and resolve issues based on business feedback in a timely fashion. He / She will communicate model related information such as risk, performance and results to senior management and business partners.
· Excellent programing background in Python (strong candidates in C++ will also be considered)
· Ph.D./Master degree in a quantitative field such as Computer Science, Engineering, Computational physics/biology, Mathematical finance, etc.
· Proficient in developing in Linux/Unix environment
· Focus on functional and numerical testing through the entire development cycle to produce reliable and maintainable software
· Experience in implementing and integrating financial models end-to-end
· Experience with large-scale Monte Carlo simulation and High Performance computing (multi-core, MPI, grid)
· Ability to work with large financial data, statistical data (especially time series) analysis
· Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations
· Good financial / Accounting knowledge a strong plus
· Professional experience a strong plus