Senior Analyst, Risk Data Scientist
Core
Design foundational financial mathematics libraries and build scalable risk calculation applications to process transactional data into actionable risk metrics for post-trade risk management.
Role type
Senior IC quantitative risk data scientist
Builds
Core Risk Libraries, Calculation Applications, UAT tools
Domain
Financial services / Post-trade risk management / Quantitative finance
Deliverable
production ML models | product features
Required skills
Python (OOP, Pandas, NumPy), SQL, Data science techniques, Financial modeling, Software development lifecycle, Git
Preferred skills
FRM, PRM, CFA, LaTeX, Docker, Tableau
Technologies
Python, Pandas, NumPy, SQL, Git, Docker, Tableau, Jira, Confluence
Responsibilities
Design and maintain foundational Python libraries with core financial logic; Architect and build robust risk calculation applications; Apply quantitative techniques for analysis of equities, fixed income, derivatives, and structured products; Containerize applications and optimize computational performance; Create comprehensive application documentation and mathematical flowcharts.
Seniority
Senior, hands-on IC
