An American Investment Bank is hiring a Senior Quantitative Developer to assist in the build-out of the firm's Wholesale Credit Risk Model Platform. This role will offer leadership exposure and serve as a VP-level for the firm's NY office.
This hire will be responsible for the hands-on development and design of software, frameworks, and tools to assist in the implementation of risk valuation models and the integration of pricing and forecast models into the Wholesale Credit Risk platform.
The firm is ideally looking for experienced quantitative development candidates with at least 4+ years of experience in quantitative software framework implementation and development, and strong programming skills in Python. No prior wholesale credit risk experience is required.