Quantitative Developer

Job SummaryStandard Chartered Bank is seeking a skilled Quantitative Haskell Developer to join its Front Office Modelling and Analytics Group. As a key member of the team, you will be responsible for developing robust, high-performance software and quantitative analyses to generate revenue for the bank.ResponsibilitiesSoftware development to generate revenue...

RAP (Risk Analytics Products) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios in Citi. We are a...

Job ID: 26874    Would you like to help Nordea develop more robust tools used to ensure accurate valuation of financial instruments? We are now looking for a Quantitative Developer (Senior Analyst) to join the Valuation Analytics team to build infrastructure used to support valuation processes. At Nordea, we see that the world is changing fast –...

Job ID: 26873    Would you like to help Nordea develop more robust tools used to ensure accurate valuation of financial instruments? We are now looking for a Quantitative Developer (Analyst) to join the Valuation Analytics team to build infrastructure used to support valuation processes. At Nordea, we see that the world is changing fast – and we...

What you ’ll do Help enhance and automate the firm’s Trade Cost Analysis reporting framework Help automate processes for data cleaning and processing Optimize SQL queries for data collection Contribute to a robust, scalable research infrastructure include AWS cloud support Ensure the live production system is up and ready before the US open ...

We are looking for you if: You have some experience with IFRS9/IRB models’ development/maintenance/validation, You have experience with databases, data preparation and data quality control, You have sound knowledge of statistical inference and econometric methods, You have academic degree in quantitative field, You code in SAS/Python, You have...

We are looking for you, if have: An academic degree (MSc or PhD) in econometrics, quantitative methods, statistics, mathematics, physics or a similar quantitative field, Sound knowledge of interest rate risk measures (BPV, VaR, NII, EVE) and sources Experience in modelling of interest rate risk in the banking book (. NMDs, interest rate dynamics,...

We are looking for you, if you have: an advanced degree (PhD or Masters) in a quantitative discipline, such as Computer Science, Data Science, Statistics, Mathematics, Physics, Econometrics, Quantitative Finance or related field, excellent knowledge of classic machine learning methods: supervised and unsupervised learning, classification, regression,...

Job Description Designs, modifies, develops, writes and implements software programming applications. Builds design and coding standards to ensure consistency across applications. Debugs problems with information systems using a variety of analytical skills, techniques, and resources. Provides training, technical support, and documentation of...

Overview We are a technology driven firm looking for talented software developer who share our passion for low level technology. You will have the opportunity to work on various aspects of our technology including developing and optimizing our trading platform, utilizing low level technology and network programming to enable the most competitive...

About DART: DART is the leading risk modeling and data analytics team in Citi. We use mathematical modeling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis. ...

We are looking for you if you: have MSc in mathematics, econometrics, statistics or a similar quantitative field, have sound knowledge of statistical inference and econometric methods, have extensive knowledge of IRB and IFRS 9 models, have at least 5 years of experience with: development or monitoring or validation of IFRS9/IRB models, with...

We are looking for you if: You have at least 3 years of experience with expert-based and statistical IFRS9/IRB models’ development/maintenance/validation, You have the sound knowledge of IFRS 9 standard and/or EBA AIRB regulations, You have experience with databases, data preparation and data quality control, You have sound knowledge of statistical...

We are looking for you, if you: are eager to learn the best practices of the Credit Risk Economic Capital model development, are willing to take part in a challenging project, which focuses on developing the Credit Risk Economic Capital for ING’s credit portfolios, have academic degree in quantitative field, have sound knowledge of...

Role Overview :  Work with Financial Analysts to design and construct cutting edge front office applications  Develop systems to enhance alpha generation, leverage borrow markets and optimize firm balance sheet  Collaborate in a fast-paced team environment to understand, engineer, and deliver on business requirements  Full lifecycle development...

Overview We are looking to hire a senior hardware engineer to join a small and growing FPGA team working on developing components of an FPGA platform. There is huge scope in this role with a wide range of projects to work on. Candidates will we responsible for full stack systems and get exposure to many different layers of computing technology. GTS...

Corporate Treasury Organization Description:Corporate Treasury Engineering team is looking for experienced software engineers with strong mathematical skills to work closely with Corporate Treasury business partners and help improve liquidity projections and optimizations, financial resource allocation and management, cash and collateral management and funds...