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| Ref No.: |
26-00218 |
| Position Type: | Contract |
Job: Quant/Algorithm Developer
Location: Pittsburg, PA /Lake Mary, FL/ Jersey City, NJ (Hybrid Role)
Duration: Long Term Project
Job Description:
- The Treasury group of a large global bank is building a next generation scenario analysis and balance sheet modeling platform to support both regulatory and internal risk management needs.
- We are seeking a Quant / Algorithm Developer with strong Python skills, analytical thinking, and financial/risk modeling experience to help design and implement the core modeling, scenario generation, and analytics components of this enterprise platform.
- This role blends quantitative development and software engineering to build scalable tools used by Treasury, Market Risk, and senior decision-makers.
Key Responsibilities:
Quantitative Modeling & Scenario Analytics:
- Develop and implement Python-based quantitative models for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing.
- Support both regulatory scenarios (e.g., CCAR, SCB, liquidity stress) and ad hoc "what-if” analyses for Treasury and risk stakeholders.
- Build tools for scenario transformations, sensitivity calculations, curve construction, and quantitative stress analytics.
- Validate and enhance modeling logic based on financial theory and empirical data analysis.
Platform & Data Engineering
- Design and maintain high performance Python modules that serve as the computational core of the scenario analysis framework.
- Work with large datasets using SQL to integrate financial, balance sheet, and market inputs.
- Collaborate on the development of REST APIs that interface with scenario engines, model layers, and user applications.
Front-End & Workflow Integration
- Partner with UI developers to support React-based dashboards that present scenario results, visualizations, and analytics to business users.
- Contribute to workflow automation that improves consistency, transparency, and turnaround time for scenario production.
Collaboration & Governance
- Work with Treasury, Market Risk, and Finance teams to translate business and regulatory requirements into quantitative specifications.
- Ensure models and analytics meet governance expectations, including documentation, version control, and testing standards.
- Participate in model enhancements, performance tuning, and scalability design across the analytics pipeline.
Required Skills
Quantitative & Technical Skills
- Strong proficiency in Python for numerical programming, data analysis, and model development.
- Proficiency in SQL for data extraction, transformation, and performance tuned queries.
- Experience building or integrating REST APIs for model-to-application communication.
- Familiarity with scientific libraries such as NumPy, Pandas, SciPy, and exposure to distributed compute frameworks.
Financial & Risk Domain Knowledge
- Understanding of financial instruments, banking products, or portfolio dynamics.
Experience with one or more of the following:
- Interest Rate Risk (IRR/NII/EVE)
- Liquidity risk and cashflow modeling
- Market Risk or sensitivity-based analytics
- Capital stress testing (e.g., CCAR)
- Ability to work with financial data, time-series analysis, and scenario-based modeling techniques.
Soft Skills
- Strong analytical thinking and problem-solving ability.
- Clear communication skills, especially for explaining technical concepts to non-technical partners.
- Ability to collaborate with risk SMEs, quants, and technology teams.
- Self-starter comfortable working in a fast-paced, multi-stakeholder environment.
Preferred Qualifications
- Master's degree in Quantitative Finance, Mathematics, Engineering, Computer Science, or similar field.
- Experience in Treasury, risk modeling, or regulatory stress testing within financial services.
- Exposure to React or willingness to collaborate closely with front-end developers.
- Experience with cloud technologies, Git, CI/CD, or workflow orchestration tools.
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