Global Banking & Markets-New York-Vice President, Quantitative Engineering-9134899

Job Duties

Collaborate with internal stakeholders, analyzing user needs from a scenario design perspective and addressing data, model, and implementation issues.

Design and implement high-quality, scalable and thoughtful technology solutions leveraging both internal and open-source services.

• Own requirements gathering, user story refinement, development, testing (unit, integration and regression), User Acceptance Testing (UAT) and deployment.
• Analyze large data sets (structured and unstructured) to build predictive models of business-relevant market variables.
• Build and challenge risk models, identify and quantify vulnerabilities across market, credit, liquidity risk and modeling.
• Create and maintain clear and complete technical documentation of the risk-model performance testing approach and process.

Job Requirements

• Master’s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Financial Engineering, Applied Mathematics or a related quantitative field and three (3) years of experience in job offered or a related quantitative or software engineering role.
• Bachelor’s degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Financial Engineering, Applied Mathematics or a related quantitative field and five (5) years of experience in job offered or a related quantitative or software engineering role.
• Prior experience must include three (3) years of experience (with a Master’s degree) OR five (5) years of experience (with a Bachelor’s degree) with 5 of the 7 following skills:
• C++, Java, or Python;
• quantitative analysis and model development using advanced econometric, statistical, and mathematical techniques, including Bayesian analysis, time series analysis, or machine learning algorithms;
• developing rigorous and scalable data management and analysis tools to provide risk oversight and support the investment process;
• full software development lifecycle, including requirements gathering, design, coding, testing, documentation, deployment, and production support;
• building multi-threaded and multi-process service-oriented enterprise applications within Unix environment;
• micro-services architecture design and development including REST, Spring, or other back-end technologies;
• database query languages, including SQL or NoSQL technologies such as MongoDB.

Pay

Salary Range: Annual base salary for this New York, New York-based position is $113,000 - $276,000.