Senior Quant Modeler - Python Developer, Stamford, CT. & Manhattan, NYC. 2

Company: BlueSkyClarity
Location: Stamford
Posted on: October 12, 2024

Job Description:

Senior Quant Modeler -- Python DeveloperLocation: Stamford, CT & Manhattan, NYCType: Direct HireID: j-1597Posted: Jul 26, 2022Compensation: 200k max, 30k bonus max, commensurate with experience, benefits, EOE, diverse highly educated culture.Eligibility: Candidates must be a U.S. citizen or national, refugee, asylum, or lawful permanent resident.Our client is seeking a Senior Quant Modeler -- Python Developer at the individual contributor level. They are a top-tier global hedge fund and asset manager, committed to leveraging market innovations in technology and data to deliver high-quality returns. Their solutions target the trillion-dollar mortgage-backed securities (MBS) market and offer single security and portfolio valuations, risk measures, diagnostics, and big data tools.Responsibilities:

• Leverage your broad understanding of fixed income, swaps, futures, and FX.
• Build out the next generation of models used to value mortgage-backed securities (MBS).
• Design, implement, calibrate, maintain, and document prepayment and credit models for MBS and other structured products.
• Extract prepayment information from market pricing and leading indicators.
• Engage with market participants such as portfolio and risk managers.
• Develop data engineering and prediction tools for MBS in partnership with Senior Managers.
• Assist in designing, coding, and maintaining tools for the MBS infrastructure of the team.
• Manage SDLC, including unit testing and CI/CD infrastructure, and monitor workflow for the team.Qualifications:
  • Foundation of relational database skills (MS SQL, MySql) - building Apps, frameworks, writing unit/regression tests, containerization, cloud experience, deep knowledge of Pandas/NumPy/Scikit-learn/Python.
  • Experience in finance or technology (FinTech preferred), with trading platform development, including high-frequency bond trading.
  • Knowledge of machine learning and statistical techniques, and related libraries, with demonstrated knowledge of distributed computing technologies (including Kubernetes) and event-based architectures.
  • Previous programming experience in R, SAS, SPSS, STATA, or another statistical package desirable.
  • Strong team player with critical thinking skills and creativity in developing new ideas, along with excellent communication, analytical, and quantitative skills.
  • Bachelor's, Master's, or PhD degree in Computer Science, Engineering, Applied Mathematics, Statistics, or related STEM field from a top-ranked University.Diversity and EOE Statements:Our clients are committed to an inclusive workplace where we do not discriminate based on race, sex, gender, national origin, religion, sexual orientation, gender identity, marital or familial status, age, ancestry, disability, genetic information, or any other characteristic protected by applicable laws. They believe in diversity and encourage any qualified individual to apply. They are an equal employment opportunity employer.BlueSkyClarity proudly believes that your gender, race, nationality, religion, sexual orientation, status as a protected veteran, or status as an individual with a disability should have nothing to do with hiring practices. We are an EOE agency that seeks to increase our client's diversity recruitment and hiring.Posted by:
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Keywords: BlueSkyClarity, West Orange , Senior Quant Modeler - Python Developer, Stamford, CT. & Manhattan, NYC. 2, IT / Software / Systems , Stamford, New Jersey