Quantitative Developer

  • location: Jersey City, NJ
  • type: Contract
  • salary: $70 - $74 per hour
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job description

Quantitative Developer

job summary:
Developer will work on developing and enhancing margin analytics within the Risk Technology team. Implement enhancements to risk-based cross-margin analytics for cleared SNCDS - CDX to support sovereign CDS.

location: Jersey City, New Jersey
job type: Contract
salary: $70 - 74 per hour
work hours: 9am to 5pm
education: Bachelors
- Design and implement historical analysis tools, exception reports

- Engage Quantitative Analysts and Business Quants to ensure data quality of inputs and results

- Structure Agile delivery of milestones aligned with overall project sprints

- Partner with 2-3 quant developers, risk managers and model validation teams

- Strong analytical ability, independent problem solving, and good communication skill

- Knowledge of capital markets (10+ years), familiarity with risk and/or margin processes

- 10+ years of Java/Python

- Knowledge of SQL ( 5+ years ; SQLServer preferred)

Financial products skill

- High level knowledge about structure, sensitivities and usage in market about basic financial products

- Interest rate : Treasury futures, Interest rate futures/options, Interest rate swaps, swaptions

- Credit : Credit default swap/index

- Equity : Equity /index/future options, swaps, ETF products

- Fx : Fx options, futures

- knowledge about market data for the above eg

- Credit spread curve

- Yield curve

- CDS Index information etc.

- PH D Math, or Pure Quant not necessary . We need who understands the financial products from practititioner's perspective, and describe how this products are used in the financial market

skills: Desired

- CFA , FRM, PRMIA or other related risk management specific certification

- Experience of front and middle office analytical applications is desired

- Knowledge of Prime Brokerage, financing business, margin process and risk management methodology is a plus.

- Exposure to real time systems, high-volume mission critical straight-through processing systems and pricing and risk engines is desired

- Experience in object oriented systems; distributed computing and service oriented system design; understanding of the concepts of system technologies and topology is desired.

Equal Opportunity Employer: Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

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