Quantitative Developer with Risk

Compensation

: $126,035.00 - $200,310.00 /year *

Employment Type

: Full-Time

Industry

: Accounting



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We are a leading global financial services firm providing a wide range of investment banking, securities, investment management and wealth management services. The Firm's employees serve clients worldwide including corporations, governments and individuals from more than 1,200 offices in 43 countries.As a market leader, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong team ethic.


Opportunity with the Team:
Our Investment Management group is one of the largest asset managers in the world. It offers a wide range of products and services, including a large family of domestic and international Equity, Fixed and Multi-asset class funds for individual and institutional investors. With over 30 years of global investment experience, IM offers its clients the personalized attention and service of a boutique, the intelligence and creativity of some of the brightest professionals in the industry and the global resources of our firmComprehensive suite of investment strategies are designed to help meet the diverse needs of institutional investors throughout the world. The Global Risk and Analysis group of Investment Management division is looking to fill a position, at the Vice President level, as the IM Quantitative Research Quantitative Developer. This role reports into the Global Risk IT team, a person is responsible for the development and enhancement of quantitative risk analytics for the full range of investment products and the testing and validation of pricing and portfolio construction models utilized by investment teams.

Required Education and Key Skills:

  • 5-10 years of experience in the financial services industry in a quantitative field, preferably with experience in model development/review, risk modelling and portfolio optimization.
  • Publication in peer reviewed academic/practitioner journals is a plus.
  • Programming skills in statistical packages such as R, Python, SAS, Matlab and S+, Java, C# and database systems such as Sybase.
  • Familiarity with vendor risk systems such as MSCI/Barra, Yield Book, Barclay's POINT, RiskMetrics, BlackRock and SunGard APT.
  • Bachelor Degree in a technical field such as Statistics, Econometrics, Computer Science, Operations Research, Engineering, or Mathematics.
  • Excellent communication and technical writing skills.
  • Driven, highly motivated and results focused.

* The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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