Senior Quantitative Developer – Market Risk

ZealHire Inc.; New York (NY); Hybrid; USD 180,000 - 320,000; Full time

Job summary

ZealHire in New York, NY, United States is seeking a Senior Quantitative Developer with strong Python in financial risk and analytics. The role centers on building and improving quantitative risk engines, implementing VaR, ES, and stress testing, and handling large-scale time-series data.

Ideal candidates combine deep Python expertise with a solid understanding of market data, risk factors, and quantitative risk methods; a hybrid work arrangement in NYC is supported.

Qualifications

• Strong hands-on Python development experience in quantitative finance or financial risk technology.
• Proven experience with VaR and stress-testing systems.
• Experience with Expected Shortfall (ES) and quantitative market risk calculations.
• Strong experience processing large-scale financial time series data.
• Understanding of financial markets, market data, risk factors, and quantitative risk analytics.
• Experience developing, enhancing, or maintaining quantitative risk engines.
• Strong problem-solving, analytical, debugging, and performance-optimization skills.
• Experience working with large datasets and building reliable data-processing workflows.

Skills

Python development

Quant finance

VaR

ES

Stress testing

Time series

Data processing

Debugging

Performance optimization

Big data

Job description

Senior Quantitative Developer – Market Risk | JPC-8969

ZealHire. Nyc, New York, United States Contract Deadline: Nov 27, 2026

USC/GC/GC-EAD/H4-EADNeed LinkedIn, VISA DLLocalsHybrid role

Job Description

Seeking a Senior Quantitative Developer with strong Python development experience in financial risk and quantitative analytics.

Required Skills

• Strong hands-on Python development experience in quantitative finance or financial risk technology.
• Proven experience with VaR andstress-testingsystems.
• Experience with ExpectedShortfall (ES) and quantitative market risk calculations.
• Strong experience processing large-scale financial timeseriesdata.
• Understanding of financial markets, market data, risk factors, and quantitative risk analytics.
• Experience developing, enhancing, or maintaining quantitative risk engines.
• Strong problem-solving, analytical, debugging, and performance-optimizationskills.
• Experience working with large datasetsand building reliable data-processing workflows.

Preferred Skills

• Knowledge of FRTB (Fundamental Review of the Trading Book) and CCAR (Comprehensive Capital Analysis & review).
• Exposure to Azure, Databricks, Spark, or Kubernetes.

Key Priority

Hands-on Python, VaR (Value at Risk) /ES, stress testing, and financial time series experience.

Nyc, New York, United States 10167 +1 more location

Salary Range

$000,000 – $000,000 Salary range is not shown on the candidate portal