full-time
Senior Quantitative Developer
Largeton Group
- Employer
- Largeton Group
- Location
- New York
- Working pattern
- on-site
About the role
Develop, maintain, and optimize Python-based quantitative risk analytics and engines for VaR, Expected Shortfall, and stress testing. Process large financial time series datasets and collaborate on market data, risk factors, and market risk analytics projects. Requires strong hands-on Python expertise, experience with VaR, Expected Shortfall, and stress testing, and the ability to handle large financial time series datasets. Strong analytical, problem-solving, debugging, and performance optimization skills are important; knowledge of FRTB or CCAR and exposure to cloud or big data technologies are preferred.