Creative Data Resources
Senior Quantitative Developer-Equity Deiv's Risk Tech.
Creative Data Resources, Amsterdam, New York, United States, 12010
Quant Developer - Equity Derivatives Risk Tech
Client, a leading global investment management firm is assembling a new specialized team of engineers, quants and data scientists to offer tactical delivery capabilities to its portfolio and risk managers using python. The team works jointly with portfolio managers, trading, risk and operations.
Responsibilities
Work with Equity derivatives risk analysts and other technology teams in NY/LN/SG to provide/enhance tools for risk management reporting/multi-asset VAR & limits management framework.Build tools for data quality checks and ETL pipelines/API for providing data to risk management required in risk/scenario analysisFit into the active culture of Client, judged by the ability to deliver timely solutions to risk managementMandatory Requirements
Three to Five years of development experience with Python (pandas/numpy) on front office trading/risk management tools.BA or Master in computer science or any other scientific fieldsAble to work independently in a fast-paced environmentStrong analytical skills and problem solving capabilitiesExperience working in a production environmentPreferred Requirements
Experience with financial mathematics and statisticsExperience in JavaExperience in Equity derivatives products, pricing & time series data analysisExperience with cloud platforms/products, AWS strongly preferred (Redshift/Dynamo/Lambda/S3
Client, a leading global investment management firm is assembling a new specialized team of engineers, quants and data scientists to offer tactical delivery capabilities to its portfolio and risk managers using python. The team works jointly with portfolio managers, trading, risk and operations.
Responsibilities
Work with Equity derivatives risk analysts and other technology teams in NY/LN/SG to provide/enhance tools for risk management reporting/multi-asset VAR & limits management framework.Build tools for data quality checks and ETL pipelines/API for providing data to risk management required in risk/scenario analysisFit into the active culture of Client, judged by the ability to deliver timely solutions to risk managementMandatory Requirements
Three to Five years of development experience with Python (pandas/numpy) on front office trading/risk management tools.BA or Master in computer science or any other scientific fieldsAble to work independently in a fast-paced environmentStrong analytical skills and problem solving capabilitiesExperience working in a production environmentPreferred Requirements
Experience with financial mathematics and statisticsExperience in JavaExperience in Equity derivatives products, pricing & time series data analysisExperience with cloud platforms/products, AWS strongly preferred (Redshift/Dynamo/Lambda/S3