Quantitative Developer, Risk Technology
Core
Design new risk factor models and develop quantitative risk and performance analytics for a global alternative investment firm.
Role type
Senior quantitative developer (risk technology)
Builds
Scalable reporting frameworks and quantitative risk models
Domain
Financial services / Quantitative risk
Deliverable
production ML models
Required skills
Equity factor models, financial instrument modeling, Python, layered data architecture, 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 business problems into technical requirements
Seniority
Senior, hands-on IC