Duration: 3 months potential to extend to 6 months
Interview process: 2 rounds - he will do one interview, and his manager will do one
Hybrid schedule
Interview Times: Thursday @ 3:30pm EST and Friday @ 1pm EST
Mission: This position is an individual contributor role dedicated to developing, enhancing, and maintaining the PEAC model for counterparty risk assessment within the Prime Brokerage business.
Must Haves:
- 4+ years of hands-on coding experience, python and SQL are most relevant.
- 2+ years of derivative product and market experience in equity and prime brokerage.
- Excellent verbal, written, and interpersonal communication skills.
- Experience with large scale software implementation in python.
- Experience with Sales and Trading partners as a model developer.
- Master's or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.
- Individual has expertise on theory and mathematics behind the data.
Day to Day:
- Designing and specifying credit and counterparty risk models
- Collaborate closely with stakeholders
- Support risk management, model validation, and technology functions to deliver robust and effective risk analytics solutions
- Collaberate with other teams
Plusses: