| Python Developer - Support Engineer with heavy financial exp || any visa || onsite in NYC -NY at NYC, New York, USA |
| Email: [email protected] |
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From: Kaveri, Tek Pyramids [email protected] Reply to: [email protected] Title: Python Developer / Support Engineer Location: NYC, NY Interview: Video + Onsite Duration: Long Term Visa: Any Inputs from Hiring Manager: Fixed Income Division Structured Products exp. MBS, Commercial and Residential loans Mostly a development role, with some support as needed Must have strong experience with Market Risk side of Fixed Income products Fixed Income Analytics exp. VaR (Value at Risk) for Fixed Income products Calculate VaR, assign and compute Risk Must have Python and SQL, SSIS. Batch processing. Identify problems after market closes Vendor products PolyPath or Bloomberg desired to compute risk Qualifications: 5+ years hands-on developer experience in quantitative finance, especially in Fixed Income products. 5+ years proficiency in market risk measures such as VaR and stress testing scenarios across traded products. 5+ years of experience with sensitivities calculation and position valuation for fixed income products. 7+ years of programming skills in Python, SQL, and SSIS are required. 2+ years of experience with batch processing, and incident root cause analysis is necessary. 1+ year of experience with structured products and using PolyPaths and Bloomberg Analytics is desired Keywords: New York Python Developer - Support Engineer with heavy financial exp || any visa || onsite in NYC -NY [email protected] |
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| 06:41 PM 03-May-24 |