Quantitative Technology Developer - Python and C++ - Vice President
Core
Design, develop, and maintain high-performance risk analytics solutions for derivatives credit risk and exposure calculations.
Role type
Senior hands-on IC quantitative technology developer
Builds
Strategic analytics platform for derivatives credit risk and exposure calculations
Domain
Financial services / Quantitative finance / Risk technology
Deliverable
production ML models
Required skills
Python (expert), C++ (expert), software architecture, data structures, algorithms, Linux/Unix development, CI/CD pipelines, automated testing frameworks, computational optimization
Preferred skills
Counterparty Credit Risk (CCR), Exposure Modeling, XVA, derivatives products (Rates, Credit, Equities, FX, Commodities), numerical methods, Monte Carlo simulations, regulatory initiatives (Basel, FRTB, CCAR), distributed computing
Technologies
Python, C++, Linux/Unix, Git, Jenkins
Responsibilities
Design and develop strategic risk analytics applications; optimize computational performance and memory utilization; integrate pricing models with the ACE platform; develop automated testing frameworks; mentor junior developers; resolve complex production and analytical issues
Seniority
Senior, hands-on IC