Quantitative Risk Developer recruitment
Responsibilities: • Interface with Quantitative Strategists and Quantitative Modeling teams to support the valuation mechanisms and pricing tools for a variable annuity hedging portfolio • Working within a federated Monte Carlo system in C/C++ in the CUDA environment for a GPU cluster, provide tools to increase efficiency and standardization of model libraries • Specify, test and enhance analytics and technology framework to ensure accuracy and reliability of existing valuations. • On-going development of model components for risk solutions with the internal quantitative library Read more […]
Quantitative Risk Developer recruitment
Responsibilities:Implementation of Quantitative Risk Models into Software applications integration into larger systemsDevelopment of Data Models underpinning Model development and operationsModel Data and translate it into database schemaProviding coaching and development around software development to junior analysts raise overall technical standardsRequirements:Track record in the development of Analytical Software within Financial ServicesKnowledge of one or more of the following types of Financial Models; Credit Risk, Market Risk, Operational Risk, Liquidity Risk, Economic Capital or Actuarial Read more […]
Quantitative Risk Developer recruitment
About the company Our client is a leading buy-side firmJob description Our client is looking for a Quantitative Risk Developer who will be responsible for the risk proxy process and quantitative risk analysis pertaining to quantitative risk management. The incumbent will be responsible for the development and support of risk proxies and is expected to conduct incremental risk contribution analysis, quantitative risk analysis, backtesting and stress testing as part of the investment decision process. The ideal incumbent will possess:• A Masters/PhD in a quantitative field• Good knowledge Read more […]