Risk Analytics Engineer: Data Tools & Monte Carlo Modeling

RedStream Technology

New York (NY)

On-site

USD 120,000 - 160,000

Full time

16 hours ago

Be an early applicant

Application generator

Turn this role into an interview — a resume and cover letter built around what this employer wants.

Get past ATS filters

Job summary

RedStream Technology in New York is seeking a developer/data analytics engineer to support risk analysis and maintain an existing risk analytics platform focused on structured credit and loan portfolio analysis. You will build tools for valuation, scenario analysis, Monte Carlo simulations, data processing, model execution, reporting and visualization.

The role requires collaboration with business users and quantitative concepts, but you are not expected to design financial models; ownership of

Qualifications

Bachelor's or master's degree or equivalent in a technical field.
Experience with Pandas/Polars for data analysis.
Experience with SQL and relational databases (MySQL preferred).
Experience automating analytical workflows.
Experience with performance optimization or parallel processing.
Ownership of an existing codebase and extending it reliably.

Responsibilities

Maintain and enhance existing risk analytics applications and workflows.
Develop tools for model execution, data collection, validation, and analysis.
Build and improve applications for default analysis, rating transitions, prepayments analysis, regression analysis, and reporting.
Work with loan-level and transaction-level time series data from raw sources through normalization.
Improve performance, reliability, logging, auditability, and usability of analytical processes.
Collaborate with Risk Management and IT to deliver practical tools for research, valuation, and portfolio analysis.