Python / Quantitative Developer (Closed)

SkillStorm is seeking a Quantitative Developer for our client in Jersey City. NJ. Candidates must be able to work on SkillStorm's W2; not a C2C position. EOE, including disability/vets.

Job Description:

• The Economic Scenario Generation team – part of the Global Risk organization – is seeking a quantitative developer to join the team.
• This team is responsible for the creation and delivery of macroeconomic scenarios for regulatory and stress testing purposes.
• The team develops and maintains a complex hierarchical system of models which broadly span rates, equities, fx, etc.
• The candidate will be expected to be a strong developer and possess deep understanding of time series, statistics.
• The team is currently undergoing a transformational shift from SAS to Python, which includes a full redesign and development of a shared modeling infrastructure.

Key Responsibilities:

• Assist with ongoing project for development and adoption of database for sourcing of macro-economic data
• Creates documentation for all activities and works with technology staff on database requirements and design and adoption
• Contribute to Python modeling framework
• Assist with adhoc economic research, model development, testing

Position Overview:

• Responsible for independently conducting quantitative analytics and modeling projects.
• Responsible for developing new models, analytic processes or systems approaches.
• Creates documentation for all activities and works with Technology staff in design of any system to run models developed.
• Incumbents possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.

Candidate Requirements (Including Years): Required Education, Skills, and Experience

• 0-3 years relevant experience
• Accomplished programmer, demonstrates ability to analyze and solve complex problems in a programming context
• Proven skills in Python (Pandas, Numpy, Statsmodel, Sklearn), R (dplyr, ggplot)
• Experience in database design, SQL
• Firm understanding of the fundamentals of statistics, time series as well as experience developing linear and non-linear models
• Detail oriented, able to work to highly technical environment and willingness to learn
• Ability to work in a large, complex organization, and influence various stakeholders and partners
• Self-starter: Initiates work independently, before being asked
• Strong team player able to seamlessly transition between contributing individually and collaborating on team projects; Understands that individual actions may require input from manager or peers; Knows when to include others
• Strong communication skills and ability to effectively communicate quantitative topics to technical and non-technical audiences
• Effectively creates a compelling story using data; Able to make recommendations and articulate conclusions supported by data
• Ability to work in a highly controlled and audited environment
• Effective at prioritization, and time and project management
• Strong analytical and problem-solving skills
• Experience implementing models into various production environments

Desired Skills and Experience:

• Ideally Master’s Computer Science – quantitative degrees in other STEM fields will also be considered with relevant development experience
• Technical skills: MATLAB, SAS
• Experience in Agile framework preferred (not required)
• Ability to extract, analyze, and merge data from disparate systems, and perform deep analysis
• Experience developing and maintaining complex databases and data sets
• Experience using data mining and other advanced analytical techniques to aggregate data for model development and/or to produce management reporting
• Experience with data visualization tools
• Experience managing large data sets utilizing tools such as Hadoop
• Experience designing, developing, and applying scalable Machine Learning and Artificial Intelligence solutions
• Experience with data analytics tools (e.g., Alteryx, Tableau)
• Demonstrated ability to drive action and sustain momentum to achieve results
• Identifies, assigns, and manages project tasks and timelines across teams
• Demonstrated leadership skills; Ability to exert broad influence among peers
• Sees the broader picture and can identify new methods for doing things
• Experience with LaTeX

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