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Quantitative Developer
Ref No.: 26-00530
Position Type:Contract
Job Title: Quantitative Developer
Location: Pittsburg, PA / Lake Mary, FL/ New York, NY (Hybrid Role)
Duration: Long Term Project
Job Description:
  • We are seeking a Sr Python Developers with strong Python skills, analytical thinking, and financial/risk experience to help with system 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 using Python 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.
Platform & Data Engineering
  • Design and maintain high performance Python modules that serve as the computational core of the scenario analysis framework.
  • Proficient with Pandas, NumPy and other Quant libraries.
  • 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.