Model Risk Quant Developer -Chicago, IL -Hybrid
About the job Model Risk Quant Developer -Chicago, IL -Hybrid
• Model Risk Quant Developer -Chicago, IL - Hybrid
FinTrust Connect Chicago IL Hybrid
Share Your Resume and Build Your Future!
Join our Talent Community for Chicago. The city shows steady contractor demand for quantitative developers who can partner with model risk and front office teams to ship production grade analytics and testing frameworks.
Requirements
• 5 to 9 years in quant development or model engineering
• Python expert with strong software engineering practices and Git based workflows
• Experience packaging analytics for production use and validator reruns
• Knowledge of market or credit or liquidity risk modeling techniques
• Familiarity with CI and CD and containers and artifact registries
Responsibilities
• Engineer model libraries and challenger models with clear APIs and documentation
• Build scenario and sensitivity engines and quality checks for inputs and outputs
• Maintain continuous testing and nightly backtests with alerts and dashboards
• Work with stakeholders to translate regulatory asks into code and evidence
Outcomes we track
• Nightly validation jobs success 99% with auto rerun and notify
• Mean time to reproduce validation results Apply tot his job
Apply To this Job
• Model Risk Quant Developer -Chicago, IL - Hybrid
FinTrust Connect Chicago IL Hybrid
Share Your Resume and Build Your Future!
Join our Talent Community for Chicago. The city shows steady contractor demand for quantitative developers who can partner with model risk and front office teams to ship production grade analytics and testing frameworks.
Requirements
• 5 to 9 years in quant development or model engineering
• Python expert with strong software engineering practices and Git based workflows
• Experience packaging analytics for production use and validator reruns
• Knowledge of market or credit or liquidity risk modeling techniques
• Familiarity with CI and CD and containers and artifact registries
Responsibilities
• Engineer model libraries and challenger models with clear APIs and documentation
• Build scenario and sensitivity engines and quality checks for inputs and outputs
• Maintain continuous testing and nightly backtests with alerts and dashboards
• Work with stakeholders to translate regulatory asks into code and evidence
Outcomes we track
• Nightly validation jobs success 99% with auto rerun and notify
• Mean time to reproduce validation results Apply tot his job
Apply To this Job