[Close] 

Quantitative Developer

A global investment bank is currently seeking a Quant Risk Developer to join their team in Weehawken, NJ that focuses primarily on market risk. In this role you will work on advanced Default Risk Charge (DRC) calculation as per FRTB specification and take ownership of "R" based Monte-Carlo Simulation model from Quants and integrate that with the existing Market Risk Analytics platform and has knowledge of Monte-Carlo SimulationSkillsBachelors Degree in Computer Science or Mathematics8+ years of Quantitative development skillsKnowledge of Market Risk VaR modelsStrong core Java and distributed computing skillsAbility to write and understand "R" codeKnowledge of JTD and Issuer Risk is a big plusGood SQL skillsExcellent analytical and problem-solving skillsPerformance & Memory Profiling and Tuning - provided by Dice
JTD, Risk, SQL, R, Python, Java, Performance Tuning


Don't Be Fooled

The fraudster will send a check to the victim who has accepted a job. The check can be for multiple reasons such as signing bonus, supplies, etc. The victim will be instructed to deposit the check and use the money for any of these reasons and then instructed to send the remaining funds to the fraudster. The check will bounce and the victim is left responsible.

More Jobs

Quantitative Developer – Equities Research
Morristown, NJ Analytic Recruiting Inc.
CIB QR- Quantitative Research - Wholesale Cred...
Jersey City, NJ JPMorgan Chase
CIB QR- Quantitative Research - Wholesale Cred...
Jersey City, NJ JPMorgan Chase
Global Risk Systems Technical Manager, Archite...
Whitehouse Station, NJ Chubb