VP - Quantitative Developer
Core
Develop and maintain quantitative solutions for investment risk compliance and financial risk exposures within the RiskMonitor® platform.
Role type
Junior Quantitative Developer
Builds
Customizable risk reporting and regulatory submission data for boards, risk committees, and investors.
Domain
Financial services / Quantitative finance / Risk management
Deliverable
production ML models | product features
Required skills
MATLAB, SQL Server, Git, SVN, quantitative finance knowledge, business acumen
Preferred skills
CFA, FRM, professional certifications
Technologies
MATLAB, SQL Server, Git, SVN
Responsibilities
Refactor and develop existing code base for Annex IV and Form PF requirements; Liaise with clients to understand and implement new report parts and analyses; Perform performance analysis reconciliation including metrics, factsheet data, and exposures; Coordinate on VaR, performance, market risk, and liquidity risk metrics; Assist clients and colleagues during the onboarding phase.
Seniority
Junior, hands-on IC
