Quantitative Engineer
Core
Develop reference implementations, test strategies, and automated test cases for clearing house risk platforms and quantitative risk assessment models.
Role type
Quantitative QA Engineer (Financial Risk)
Builds
Clearing technology risk management and modeling platforms
Domain
Financial services / Clearing technology / Risk management
Deliverable
production ML models
Required skills
Python, R, MATLAB, SQL (Oracle), quantitative algorithms, financial engineering formulas, derivatives markets, options/asset pricing models, statistical analysis, large-scale data processing
Preferred skills
CFA/FRM credentials, commodity markets experience, futures markets exposure, portfolio risk management (VaR, parametric, Historical Simulation)
Technologies
Python, R, MATLAB, Oracle DB
Responsibilities
Develop reference implementations for testing platform applications; Review technical requirements to produce test strategies and cases; Implement, maintain, and troubleshoot test harnesses for quantitative models; Define test scenarios and develop/maintain automated test cases; Create test plans defining scope, resources, and strategy; Perform functional, regression, system, and integration testing; Deploy application builds and maintain test environments; Troubleshoot software/hardware configuration problems.
Seniority
Mid-level, hands-on IC