Quantitative Development Specialist
4 dagen geleden
Gazelle Global seeks a senior quantitative developer to modernise margining models and risk management for various asset classes in their portfolio.
Job DescriptionThe successful candidate will migrate existing margin models within a monolithic application to VaR/ES margin models, providing recommendations for improvement to the QRM and IT Risk teams. They will also design low-level solution architectures, participate in planning model implementation, and train the existing engineering team on market standards of the model implementation.
In this role, the external Quant Developer will lead design sessions, perform ongoing code reviews, and assist with requirements analysis while working closely with IT Risk Engineers to limit hands-on work delegated to the external party.
Key Responsibilities- Migrate existing margin models to VaR/ES margin models
- Design low-level solution architectures
- Participate in planning model implementation
- Train the existing engineering team on market standards of the model implementation
- Lead design sessions and perform ongoing code reviews
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