Senior Quantitative Developer - Market Risk (Python)

ZealHire Inc.; New York (NY); Hybride; USD 180 000 - 320 000; Plein temps

Résumé du poste

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.

Connaissances

Python development

Quant finance

VaR

ES

Stress testing

Time series

Data processing

Debugging

Performance optimization

Big data

Description du poste

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.