Global Banking & Markets-New York-Vice President, Quantitative Engineering-9134899
Tasks
- Analyze large structured and unstructured data sets
- Analyze user needs from scenario design perspective
- Build predictive models of market variables
- Create and maintain technical documentation of risk model testing approach
- Design scalable technology solutions
- Develop and challenge risk models
- Develop test and debug using unit integration and regression testing
- Identify and quantify market credit and liquidity risk vulnerabilities
- Own requirements gathering and user story refinement
- Support user acceptance testing and deployment
Perks/Benefits
- N/A
Skills/Tech-stack
Bayesian analysis | C++ | Development Lifecycle | Econometrics | Java | Machine Learning | Microservices Architecture | MongoDB | Multiprocessing | Multithreaded programming | NoSQL | Python | REST | SQL | Series analysis | Software Development Lifecycle | Software development | Spring | Statistical Analysis | Time Series | Time Series Analysis | Unix
Education
Regions
Countries
States
Cities
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