Quant Developer

Client: DTCC

Title: Quant Developer

Location: 570 Washington Boulevard, Jersey City NJ (hybrid)

Rate: $75-85/HR W2 (On Prime Vendor's W2)

Overview: Chaopeng's team covers fixed income, risk, looking for a Quant Developer as immediate need to backfill someone who is leaving, but also has 2 FTE openings for Associate Director and Director levels, but could consider them as CTH. Working within a team primarily composed of quantitative analysts and consultants. The role involves development of POC models and productionizing models.

Responsibilities:

• Develop and implement quantitative models for fixed income and risk analysis.
• Development of POCs, understanding the business requirements, building optimized models, implementing the logic, data calculations (can be Python, even excel) to communicate ideas, weight the timelines, data sources, etc.
• Building models in production, primarily using Python
• Need for exploratory analytics, have data in relational databases, some in Snowflake, but nothing is well cataloged--so will need to understand the data requirements and dive directly into the data sources to ensure the correct data availability for the models--using SQL
• Would ideally like someone with a background in fixed income and/or risk in the financial services space, but for someone very strong technically it's not a dealbreaker.

Technical Skills:

• Background in Quant Development roles, quantitative modeling background
• Python
• Experience in Relational Databases (analyzing source data)
• SQL
• Strong analytics skills and analytical mindset

Nice to have: Exposure to fixed income and risk concepts, Snowflake

Thank you!