Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
AVP, Quantitative Risk Analyst
New York, NY · Hybrid
$140K - $185K/yr
AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, ... Strong model development experience in programming languages such as C#, Python, and VBA required.
AVP, Quantitative Risk Analyst
New York, NY · Hybrid
$140K - $185K/yr
AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, ... Strong model development experience in programming languages such as C#, Python, and VBA required.
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
AVP, Quantitative Risk Analyst
Manhattan, NY · On-site
$140K - $185K/yr
AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, ... Strong model development experience in programming languages such as C#, Python, and VBA required.
AVP, Quantitative Risk Analyst
Manhattan, NY · On-site
$140K - $185K/yr
AVP Quantitative Risk Analyst Salary Range: $140,000 to $185,000 Job Posting End Date: July 10, ... Strong model development experience in programming languages such as C#, Python, and VBA required.
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
Develop quantitative models to estimate risk exposure and financial impact. * Design and maintain Key Risk Indicator (KRI) frameworks. * Conduct scenario analysis and stress testing exercises.
Develop quantitative models to estimate risk exposure and financial impact. * Design and maintain Key Risk Indicator (KRI) frameworks. * Conduct scenario analysis and stress testing exercises.
Project experience in consequence modeling (fire/explosion/toxic), QRA and facility siting ... Quantitative Risk Analysis * Ability and willingness to travel to US and international client ...
Project experience in consequence modeling (fire/explosion/toxic), QRA and facility siting ... Quantitative Risk Analysis * Ability and willingness to travel to US and international client ...
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
The position requires delivering modeling and analytical support to both trading desks and non ... the bank's risk framework. * General responsibilities, as member of global quant team:
The position requires delivering modeling and analytical support to both trading desks and non ... the bank's risk framework. * General responsibilities, as member of global quant team:
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
The position requires delivering modeling and analytical support to both trading desks and non ... the bank's risk framework. * General responsibilities, as member of global quant team:
The position requires delivering modeling and analytical support to both trading desks and non ... the bank's risk framework. * General responsibilities, as member of global quant team:
Risk Management - Market Risk Model Development - Quantitative Analytics - Vice President
Manhattan, NY · On-site
$123K - $220K/yr
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
Risk Management - Market Risk Model Development - Quantitative Analytics - Vice President
Manhattan, NY · On-site
$123K - $220K/yr
As a Vice President of Quantitative Analytics in the Market Risk Model Development team, you will design and implement models that are critical to the firm's risk management and regulatory compliance.
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Project Risk Specialist (Construction)
New York, NY · On-site
$107K/yr
Perform qualitative and quantitative risk analyses, including Monte Carlo simulation modeling, to evaluate project cost and schedule exposure. * Analyze and model individual project risks and ...
Project Risk Specialist (Construction)
New York, NY · On-site
$107K/yr
Perform qualitative and quantitative risk analyses, including Monte Carlo simulation modeling, to evaluate project cost and schedule exposure. * Analyze and model individual project risks and ...
Internship Quantitative Risk Modeler information
What is the difference between Internship Quantitative Risk Modeler vs Quantitative Risk Analyst?
| Aspect | Internship Quantitative Risk Modeler | Quantitative Risk Analyst |
|---|---|---|
| Credentials | Typically pursuing or recent graduate in finance, mathematics, or related fields | Often requires a degree in finance, economics, or quantitative disciplines; certifications like FRM or CFA are common |
| Work Environment | Internship setting, learning-focused, supervised by senior staff | Full-time professional role, responsible for risk assessment and modeling |
| Employer & Industry Usage | Used in banks, asset management firms, and financial institutions for training and entry-level roles | Common in financial services, banking, and investment firms for ongoing risk management |
The Internship Quantitative Risk Modeler is an entry-level, learning-focused role typically held by students or recent graduates, whereas the Quantitative Risk Analyst is a full-time professional responsible for analyzing and managing risk using quantitative models. The internship provides foundational experience, while the analyst role involves ongoing risk assessment and decision-making.
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Posted 5 days ago
Job description
Job Description: Quantitative Developer
We are seeking a skilled and driven Quantitative Developer to join our team. The ideal candidate will have a strong foundation in financial technology, quantitative analysis, and software development, with experience in both risk technology and portfolio management. In this role, you will develop and enhance the technology stack supporting risk analytics and data insights for financial portfolios, working with cutting-edge tools and frameworks. You will collaborate closely with portfolio managers, risk teams, and other stakeholders to improve financial reporting, risk models, and data analytics tools.
Key Responsibilities:
- Lead development of the firm’s quantitative risk technology stack, providing critical data insights and analytics for portfolio management.
- Develop and maintain financial reports to track exposures across assets, counterparties, P&L decomposition, and risk factors (market, counterparty, credit, and FX risks).
- Design and implement quantitative models to assess portfolio performance, including the development of factor models to support portfolio alpha analysis.
- Perform ad-hoc research and scenario analysis on different market events to model portfolio movements and exposures, providing actionable insights for management to mitigate risks effectively.
- Integrate and coordinate the firm’s technology stack with third-party vendors such as Alpha Theory and MSCI’s Barra portfolio management systems.
- Develop tools to analyze short interest data, helping portfolio managers understand sentiment changes and the firm’s market position.
- Utilize Python, C#, and other programming languages to build, optimize, and maintain software applications in a distributed computing environment.
- Enhance performance of critical financial systems, including database optimization and workflow re-architecture for improved efficiency.
- Collaborate with team members in a test-driven development environment, writing unit tests to ensure the quality of newly developed code.
- Implement and maintain RESTful web services to handle API requests for key financial analytics.
Required Qualifications:
- Bachelor’s degree in Computer Science, Electrical Engineering, Financial Engineering, or a related field.
- Proficiency in programming languages such as C++, Python, and SQL.
- Strong understanding of financial markets and risk management, with experience in quantitative finance, portfolio management, or risk technology.
- Solid knowledge of financial reporting and the ability to enhance and develop risk analytics tools and reports.
- Experience working with third-party financial technology platforms and APIs.
- Ability to optimize complex financial systems and improve performance.
- Familiarity with modern software development practices, including test-driven development, version control, and continuous integration.
- Excellent communication and problem-solving skills, with the ability to collaborate effectively across teams.
- Previous experience working in a finance-focused technology role, such as quantitative risk technologist, financial software developer, or similar positions.
Preferred Qualifications:
- Experience with financial risk analysis and modeling, particularly in equity, credit, and FX markets.
- Familiarity with factor models and portfolio optimization techniques.
- Knowledge of distributed computing environments, NoSQL databases, and cloud computing.
If you are passionate about developing cutting-edge technology solutions for quantitative finance and risk management, we encourage you to apply and join our team of experts working on innovative financial systems.
About LaBine and Associates
Sourced by ZipRecruiter
LaBine and Associates is a full service talent acquisition firm specializing in executive search for a myriad of industries. Through our partnerships with experienced associates, we can also provide staffing support, expert consultants, and interim executives for your company’s needs. We have deep industry knowledge with understanding in multiple industries. Our specialists include experts in banking/finance, HR/Legal, Technology, Health Care, Life Sciences, Engineering, Energy, Supply Chain, Mining, Agribusiness and manufacturing.
Industry
Professional, scientific, and technical services
Company size
11 - 50 Employees
Headquarters location
San Mateo, CA, US
Year founded
2013