Risk Quant -Methodology

Yablon & Associates LLC; New York (NY); Hybrid; USD 1,205,000 - 1,570,000; Full time

Job summary

Yablon & Associates LLC in New York is seeking a seasoned Risk Quant to join our Risk Analytics Methodology team. The role focuses on building Python-based backend tools for financial risk analytics across multiple asset classes.

You will collaborate with Market Risk, Credit Risk, SIMM and Quantitative Risk Development teams, gather requirements from end-users, and deliver scalable libraries and workflows that improve risk measurement and reporting.

Qualifications

• Bachelor’s or Master’s degree required in Quantitative Finance, Mathematics, Computer Science, or related field.
• At least 3 years of Python backend development experience for financial applications.
• Strong coding skills with scalable, reusable Python libraries.
• Excellent attention to detail and organizational abilities.

Responsibilities

• Collaborate with end-users to gather requirements and deliver tailored risk analytics solutions across asset classes (equity, fixed income, credit).
• Design, implement, and ensure consistency of diverse risk measures with internal risk teams.
• Develop Python-based tools and libraries to enhance risk analytics processes.
• Develop, maintain and enhance backend Python libraries to support risk analytics applications.
• Maintain and improve backend Python libraries to support a range of risk analytics applications.

Skills

Python

Risk analytics

Backend development

Communication

Education

Bachelor’s or Master’s degree in Quantitative Finance/Math/CS

Tools

Python tooling

Job description

Midtown, NYC

Location: Midtown, NYC – hybrid 3 days onsite

Duration:6+ months rolling

Rate:W2 $875 – $1015 andC2C$975 – $1140

Description:

We are looking for a seasoned professionalRisk Quantto join ourRisk Analytics Methodologyteam. This role offers the opportunity to work closely with other risk analytics teams, includingMarket Risk, Credit Risk, SIMM and Quantitative Risk Developmentteams, to develop tools to support a range of risk management initiatives. The ideal candidate will have strong background and experience in :

• financial risk analytics
• Python programming.

Key Responsibilities:

• Collaborate with end-users to gather requirements and deliver tailored solutions for complex risk analytics workflows across various asset classes, including equity, fixed income, and credit risk.
• Work closely with internal risk teams to design, implement, and ensure consistency of diverse risk measures.
• Develop and implement Python-based tools and libraries to enhance risk analytics processes.
• Develop, maintain, and enhance backend Python libraries to support various risk analytics applications.
• Maintain and improve backend Python libraries to support a range of risk analytics applications.

Required Qualifications:

• Education:Bachelor’s or Master’s degree in Quantitative Finance, Mathematics, Computer Science, or a related field.
• Experience:At least 3years of professional experience in Python programming on backend development for financial applications.
• Passion for coding and developing innovative solutions with exceptional focus on implementation. Proven ability to develop scalable, reusable Python libraries.
• Strong problem-solving skills and meticulous attention to detail.
• Demonstrates exceptional organizational skills and the ability to independently manage tasks and deadlines
• Proficiency in financial risk analytics and knowledge of market risk and credit risk. Knowledge in regulatory frameworks, including SIMM, is highly desirable.
• Solid understanding of risk modeling and portfolio analytics across various asset classes.
• Excellent communication and collaboration skills, with the ability to work effectively with diverse teams and stakeholders.

Preferred Qualifications:

• Knowledge of financial derivatives, portfolio optimization, and risk management practices.
• Ability to handle large datasets and implement efficient processing algorithms.