Risk Quant, DMFI Quantitative Resources

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Описание

The Role We are looking for a hands-on Quantitative Risk Quant who can both design risk models and ship production-quality tools; such as: scenario and stress-testing capabilities factor based risk decomposition Your work will directly inform position sizing, hedging and drawdown management across a multi-billion-dollar fixed-income and macro portfolio. What you’ll do Working with the Quant Research, Risk Management and Risk Technology teams you will: Own the full lifecycle of risk analytics from specification to prototyping to production release Manage our data processing and calculations pipelines by leveraging our available technology stack (AWS, Prefect…) Drive technical conversations with our Risk Technology team on ingestion and cleanup of risk data Build lightweight UIs (Dash or Excel/PyXll) so PMs and Risk Managers can consume your analytics with zero friction Document and present model assumptions, limitations and validation results and tests to our stakeholders What you’ll bring A MSc or PhD in a STEM discipline 5y+ working in a financial institution preferably in a buy-side risk management context Production python (NumPy/Pandas/SciPy) experience with async or reactive pipelines as a plus Strong experience working with relational database management systems Solid mathematics background, particularly statistics Deep knowledge of interest rate derivatives and ri

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