Tech Stack

Description

You will build a scalable reporting framework to process terabytes of data for complex risk calculations, develop quantitative risk and performance analytics, and innovate to deliver high-quality products to business partners.

Requirements

• Minimum 5 years programming experience in Python and/or functional languages
• Strong understanding of equity factor models (e.g., MSCI Barra, Axioma, Bloomberg)
• Training in computer science, math, physics or related technical field
• Programming experience in quantitative environment with statistic models or complex aggregations
• Hands-on experience in financial instrument modeling, particularly equities

Responsibilities

• Build a scalable reporting framework for processing terabytes of data for complex risk calculations
• Develop quantitative risk and performance analytics to anticipate team requirements
• Innovate and improve capabilities to deliver high-quality products to business partners
• Apply creative and unique solutions to solve complex problems