Risk Model Developer
Responsibilities:
The position is expected to be at least fifty percent software development, with specific responsibilities including:
- research and development of different kinds of risk models for various markets, in conjunction with Research team
- integration our risk models and risk model construction platform with our risk analysis, performance attribution, and portfolio construction software platform, in conjunction with Product Management
Qualifications and Requirements:
- Proficiency in Python (Experience with numpy package)
- Experience with SQL.
- Experience with web development frameworks such as Django
- At least 2 years of software development experience (exclusive of academic work)
- Strong quantitative skills and analytic abilities
- Excellent oral and written communication
- M.S. or Ph.D. in financial econometrics, statistics, or other quantitative finance field with strong knowledge of multivariate statistics and times-series modeling
Other Skills: (Candidates having the following skills and experience will be given highest consideration.)
- Experience in the financial services industry with responsibilities similar to those described here
- Experience in commercial software development
- Experience working with financial data in a relational database
Numerical analysis, performance attribution, and financial accounting data expertise
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