Quantitative Developer, Market Risk (Java and R)

Confidential Company  •  Weehawken, NJ

8 - 10 years experience  •  IT Consulting/Services

Salary depends on experience
Posted on 05/02/18 by Radhika Arora
Confidential Company
Weehawken, NJ
8 - 10 years experience
IT Consulting/Services
Salary depends on experience
Posted on 05/02/18 Radhika Arora

Our client is a global financial services company and investment bank.

They are currently looking for a QuantitativeDeveloperwith strong Java skills and a background in Market Risk. The role is based in Weehawken, NJ.

Role:

·        Take on challenges within default risk charge calculations

·        Take ownership of a Monte-Carlo simulation model (in R) and integrate it with the existing Market Risk analytics

·        Develop distributed computing routines, implementing an API to calculate DRC

Profile:

·        Bachelor’s degree in Computer Science or Mathematics

·        8+ years’ experience in quantitative model development

·        Strong understanding of Market Risk VaR models

·        Expert Core Java skills

·        Strong understanding of distributed computing models

·        Good skills in reading and writing code in R

·        Understanding of Issuer Risk and JTD is a strong plus

·        Strong SQL skills

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