Tech Stack

Description

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

Requirements

• 5 years programming in Python or functional languages
• Strong understanding of equity factor models (MSCI Barra, Axioma, Bloomberg)
• Training in computer science, math, physics or related fields
• Experience with statistical models or complex aggregations in quantitative environment
• Hands-on experience in financial instrument modeling, especially equities

Responsibilities

• Build scalable reporting framework for terabyte-scale risk calculations
• Develop quantitative risk and performance analytics
• Innovate to improve product delivery to business partners
• Apply creative solutions to complex problems