Quantitative Developer
Core
Design new risk factor models and develop quantitative risk and performance analytics to anticipate stakeholder needs.
Role type
Quantitative Developer (Risk Technology)
Builds
Scalable reporting framework for complex risk calculations
Domain
Financial Risk / Quantitative Analytics
Deliverable
production ML models
Required skills
Equity factor models, Financial instrument modeling, Python, Medallion-style data architecture, Advanced SQL, Computer science algorithms
Preferred skills
None stated
Technologies
Python, SQL, MSCI Barra, Axioma, Bloomberg
Responsibilities
Collaborate with Risk quants to design new risk factor models and refine existing ones; Develop quantitative risk and performance analytics; Build a scalable reporting framework capable of processing terabytes of data; Collaborate with engineers on system design, code quality, and architecture decisions; Partner with internal teams to translate ambiguous business problems into technical requirements and solutions
Seniority
Mid-Senior (5+ years experience)