Quantitative Developer / Python / C++ Developer

Description

The Capital Analytics Delivery team within Quantitative Research focuses on the design, development, delivery and maintenance of high performance analytics frameworks and libraries that are used to compute Regulatory Capital, Economic Capital and CCAR Stress tests across Credit, Market and Operational Risk for the overall firm. The role is in the Wholesale Credit CCAR space for both junior and experienced quantitative developers who will work on core analytics infrastructure implementations and deliveries of risk analytics within our framework. The successful candidate will work on the evolution of our frameworks and related tools to enhance ease of integration of pricing and forecast models, improve flexibility and extendibility of the framework as well as improve scalability and performance. Core Responsibilities Partner with Model developers to understand, implement and onboard pricing and forecasting models onto our platform.Enhance our core analytic library framework to improve its flexibility and performance.Research and implement innovative approaches to improving the performance of our analytics libraries by enhancing algorithms, parallelizing, etc.Work with our Technology and Business partners to support the end to end delivery of analytics to the firms Risk systemsEnsure that the modeling code, parameters are released in a controlled fashion with proper test coverage. Essential skills, experience, and qualifications Exceptional Python development skillsExperience with and deep knowledge of Pandas, numpy, scipy, etcExceptional objectoriented design skillsStrong analytical and problem solving abilitiesGood communication and able to work in a teamoriented environmentMust be selfmotivated, proactive, responsible and driven to deliverGraduate degree in either computer science or a numerate subject (e.g. engineering, sciences, computing or mathematics) Desirable skills, experience, and qualifications (optional) Experience with model development and quantitative programmingExperience with improving performance of Python applications and parallel computingExperience with performance profiling, code coverage and unit testingExperience with Finance, Regulatory Capital and CCAR a plusExperience with subversion, automated build/test systems and release processesExperience developing software on Linux/Unix