Sr. Quantitative Engineer
Core
Designing and overseeing common, reusable, and scalable software components for Global Risk Management's data and analytical capabilities, including generic data quality tools and domain-specific classification models.
Role type
Senior IC quantitative software engineer (risk analytics)
Builds
Reusable software components, big data pipelines, and testing frameworks for risk management
Domain
Financial services / Risk Management / Big Data
Deliverable
production ML models
Required skills
Software engineering, Big data processing, Quantitative modeling, Python programming, Stakeholder management, Technical documentation
Preferred skills
Machine learning, React/Angular/JavaScript, Process automation, User-facing application development
Technologies
Python, MapReduce, DataFrames, React, Angular, JavaScript
Responsibilities
Design and implement scalable software components for data quality and risk modeling; Build performant big data pipelines; Partner with senior stakeholders to define future state of data and analytics; Provide leadership and oversight to less experienced team members; Apply quantitative methods to meet regulatory and business requirements; Source and evaluate data for modeling and testing; Produce technical documentation for internal and regulatory purposes.
