Quantitative Developer- Python

Not Interested
Bookmark
Report This Job

profile Job Location:

New York City, NY - USA

profile Monthly Salary: Not Disclosed
Posted on: Yesterday
Vacancies: 1 Vacancy

Job Summary

Job Title: Quantitative Developer- Python

Location: Pittsburgh PA / Lake Mary FL/ New York (240 Greenwich St New York NY 10286) Hybrid Role

Long Term Project

Job Description: We are seeking a Sr Python Developer with strong Python skills analytical thinking and financial/risk experience to help with system design and implement the core modeling scenario generation and analytics components of this enterprise platform.

This role blends quantitative development and software engineering to build scalable tools used by Treasury Market Risk and senior decision-makers.

Key Responsibilities

Quantitative Modeling & Scenario Analytics

  • Develop and implement using Python for balance sheet projections interest rate risk (IRR) liquidity analytics and scenario-driven stress testing.
  • Support both regulatory scenarios (e.g. CCAR SCB liquidity stress) and ad hoc what-if analyses for Treasury and risk stakeholders.
  • Build tools for scenario transformations sensitivity calculations curve construction and quantitative stress analytics.

Platform & Data Engineering

  • Design and maintain high performance Python modules that serve as the computational core of the scenario analysis framework.
  • Proficient with Pandas Numpy and other Quant libraries.
  • Work with large datasets using SQL to integrate financial balance sheet and market inputs.
  • Collaborate on the development of REST APIs that interface with scenario engines model layers and user applications.
Job Title: Quantitative Developer- Python Location: Pittsburgh PA / Lake Mary FL/ New York (240 Greenwich St New York NY 10286) Hybrid Role Long Term Project Job Description: We are seeking a Sr Python Developer with strong Python skills analytical thinking and financial/risk experience to help...
View more view more