A top Investment bank is hiring a VP-level Quantitative Developer to sit in their NY office and assist in the build out of the firm's brand-new Wholesale Credit Risk Model platform in a leadership role.
The experienced hire will be responsible for not only building out the firm's whole credit risk model platform, but also designing and developing software, frameworks, and tools to implement risk valuation models, and integrate pricing and forecast models into the platform. It is a very hands-on role working with front-office software platforms.
The firm is ideally looking for candidates from 3-8 years of experience with experience in implementing quantitative software frameworks and very strong programming skills in Python. No prior wholesale experience is required.
- Designing and implementing stress and risk model platform for Wholesale Credit
- Developing software for risk valuation model implementation
- Helping to lead junior quantitative developers
- Strong programming skills in Python
- Excellent communication skills
- Extensive experience with model implementation
- Advanced degree in Computer Science, Engineering, Mathematics, Physics, etc.