Job #: 1665
Title: Quant Developer
Job Title: IT Developer
IM adheres to the regulatory guidelines of performing ongoing performance monitoring of our models. IM uses about 80 models for managing our strategies and risk and requires technical personnel to adhere with the regulatory requirement to develop ongoing performance monitoring. This roles requires person to be able to work closely with IM model control team, help them to develop a processes to perform on-going model performance monitoring for IM certified models. Analyze the data produce by on-going performance monitoring systems, process documentation etc.
Required Education and Key Skills
• Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics
• 1-3 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modeling and portfolio optimization
• Programming skills in statistical packages such as R, Python, SAS, Matlab and S+, Java, C# and database systems such as Sybase.
• Must have strong skill in Java, Database, Python, Web services- Experience : 3-5 Yrs
• Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay’s POINT, RiskMetrics, BlackRock and SunGard APT is a plus.
• Excellent communication and technical writing skills
• Driven, highly motivated and results focused