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