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Application Developer

Company: Rose International
Location: New York
Posted on: June 25, 2022

Job Description:

DESCRIPTION **Only U.S. Citizens and those authorized to work in the U.S. may be considered as W2 candidates.** **Please note that all Position start dates and duration are estimates and may be reduced or lengthened based upon a client's business needs and requirements.** Quant Developer (C++ and Python ) Location : NEW YORK, NY. Duration : 3+ months Master's degree or PHD in quant expertise in coding C++ and Python Risk Management full model development cycle, A senior quantitative developer is needed to assist with continuing integration of Front Office Pricing models in CCR exposure calculations. The role's focal point will be the further development of Client CCR framework by supporting the inclusion of new products and the associated pricing models, across asset classes such as commodities. Key Responsibilities: --- Contribute to the integration of new derivatives products into the counterparty credit risk framework; --- Conduct data analysis --- Develop model and integration code (C++/python) based on provided specifications --- Conduct performance testing of new products; --- Prepare model documentations to high standards; --- Support model risk management process, i.e. provide ad hoc analysis to justify modelling assumptions and/or test results; Qualifications and Competencies: --- Master's degree/PhD in a quantitative discipline --- 5+ years' experience in a quantitative role with sell side institutions --- Experience with developing and testing libraries in C++ and Python on Linux and Windows platforms --- Good understanding of financial products and markets --- Experience working with technology teams on model implementation --- Strong written, verbal, and interpersonal communication skills --- Works well under pressure and in tight deadlines --- Experience in the whole model development cycle, i.e. mathematical proposal, prototyping, documentation, validation, approvals from senior stakeholders, release to production, would be a plus.Job Requirements:Key Responsibilities:--- Contribute to the integration of new derivatives products into the counterparty credit risk framework;--- Conduct data analysis--- Develop model and integration code (C++/python) based on provided specifications--- Conduct performance testing of new products;--- Prepare model documentations to high standards;--- Support model risk management process, i.e. provide ad hoc analysis to justify modelling assumptions and/or test results; Rose International is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, age, sex, sexual orientation, gender (expression or identity), national origin, arrest and conviction records, disability, veteran status or any other characteristic protected by law. Positions located in San Francisco and Los Angeles, California will be administered in accordance with their respective Fair Chance Ordinances.Rose International has an official agreement (ID #132522), effective June 30, 2008, with the U.S. Department of Homeland Security, U.S. Citizenship and Immigration Services, Employment Verification Program (E-Verify). (Posting required by OCGA 13/10-91.)

Keywords: Rose International, New York , Application Developer, Other , New York, New York

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