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VP Quantitative Research - Wholesale Credit Model

Company: Kforce Finance and Accounting
Location: Jersey City
Posted on: June 19, 2022

Job Description:

RESPONSIBILITIES:Kforce's client, a world class financial services company is seeking a VP Quantitative Developer to join our Core Implementation Frameworks team in Jersey City, NJ or Plano, TX to work on the build out of the firm's new Wholesale Credit Risk Model platform. 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. You will contribute to the development of the firm's Wholesale Credit risk platform used for risk management and stress testing. Specifically, you will have the chance to:

  • 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 Job Requirements:REQUIREMENTS:
    • Advanced degree (PhD, MSc or equivalent) in Computer Science, Engineering, Mathematics, Physics, etc.
    • 3+ years of experience implementing quantitative software frameworks in finance
    • Experience with implementing quantitative software frameworks in finance
    • Focused on robust testing practices and test-driven development
    • Orientation towards careful system and solution design and implementation
    • You are proficient with tools and methods of exploratory data analysis, visualization, and modeling in Python (e.g., pandas, scipy, sklearn, Jupyter)
    • You demonstrate strong quantitative and problem-solving skills as well as software development skills
    • You are very interested in the application of software and high-performance computing solutions to finance and risk management
    • You demonstrate strong proficiency in code design and programming skills in Python
    • You have experience with improving performance of software applications
    • You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences Kforce is an Equal Opportunity/Affirmative Action Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity, national origin, age, protected veteran status, or disability status.

Keywords: Kforce Finance and Accounting, Jersey City , VP Quantitative Research - Wholesale Credit Model, Other , Jersey City, New Jersey

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