Plano, TX

Job Description

VICE PRESIDENT QUANTITATIVE DEVELOPER-MODELER AT AN INVESTMENT BANK
Base Salary is Up to $165K (based upon candidate & experience)
Plus Generous Bonus and Excellent Benefits!

Leading renowned and well-established financial organization that focuses on Investment Banking, Wholesale Payments, Markets and Securities Services is looking for an experienced Vice President Quantitative Developer-Modeler to join its growing organization within their Core Implementation Frameworks Team to work on the build out of the firm's new Wholesale Credit Risk Model Platform. This position can be based either in Jersey City, NJ or Plano, TX. The Core Implementation team focuses on the design, implementation, delivery, and support of high-performance risk calculation engines that deploy models for the firms Wholesale Credit Stress (CCAR, ICAAP, Risk Appetite) and Loan loss reserves (CECL, IFRS9) calculations used for Risk Management.

Qualifications and Skills

• Advanced Degree (PhD, MSc or equivalent) in Computer Science, Engineering, Mathematics, Physics, etc.
• Three Plus (3+) years of relevant experience
• Experience with implementing Quantitative Software Frameworks in Finance
• Demonstrated strong quantitative and problem-solving skills as well as software development skills
• Very interested in the application of software and high-performance computing solutions to finance and risk management
• Demonstrated strong proficiency in code design and programming skills in Python
• Experience with improving performance of software applications
• Proficient with tools and methods of exploratory data analysis, visualization, and modeling in Python (e.g., pandas, scipy, sklearn, Jupyter)
• Good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences
• Attentive to detail and easily adaptable
• Enthusiastic about knowledge sharing and collaboration

• Focused on robust testing practices and test-driven development
• Orientated towards careful system and solution design and implementation

Responsibilities Overview

• Play a key role in the design, architecture and implementation of the firm's next generation stress and risk models platform for Wholesale Credit alongside our Technology and Business partner teams
• Design and develop software that implements risk valuation models and work on their delivery to systems and applications
• Design and develop flexible, extendible, and highly performant software frameworks and related tools that efficiently integrates pricing and forecast models into the platform
• Design efficient numerical algorithms and implementing high performance computing solutions
• Implement software frameworks and tools that support the development of models, back-testing and any other analytics infrastructure required for model development
• Work with technology and the business to support the implementation, release, and integration of models into the risk platform