A leading bulge bracket American investment bank, that is undergoing a major transformation across their risk stripes is looking hire an AVP Quantitative Developer to their enterprise analytics group located in either Dallas Texas or Tampa Florida. This team is an integral part of the bank as they are accountable for innovating and enhancing risk models that support the firm at an enterprise perspective.
This role, you will be assisting with the design and development of mathematical models and integration with the IT teams, creating unit test cases based on business requirements, and providing production support on new analytical tools. With the ideal candidate having 2+ years of experience, and a strong quantitative skill set.
- Support the development of data, analytics and tools for prototype mockups and implementations.
- Conduct unit testing based on business/functional requirements for risk capital models
- Work closely with implementation teams to develop state of the art platforms for new model implementation.
- Integrate mathematical models into IT systems.
- 2+ years of experience in finance in a quantitative capacity
- Strong academic pedigree in a quantitative field
- Experience in Python
- Familiar with software engineering designs and implementations