A top International Investment Bank is currently hiring for experienced Senior-level quantitative developers to cover market risk model development across asset classes on one of the most hands-on and technical teams in the industry, based out of NY.
This hire will be responsible for the development and implementation of risk models across asset classes, enhancing FRTB frameworks, and covering the full modeling life cycle. The candidate will be working directly with the Head of the Group in an extremely hands-on function.
The firm is ideally looking for hands-on experience in development across asset classes, the ability to effectively and closely work with senior management, and strong programming skills in Python.
Responsibilities:
- Developing and implementing market risk models from scratch
- Enhancing market risk frameworks
- Working with the Head of the Group and senior management in a hands-on function
- Work cross-functionally with the Front Office and IT teams
Qualifications:
- 3+ years of prior experience in a hands-on model development function
- Strong programming and coding skills in Python
- Excellent communication skills
