Senior Quantitative Developer

7 - 8 years

35 - 40 Lacs

Posted:1 day ago| Platform: Naukri logo

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Job Type

Full Time

Job Description

As a quantitative developer you will work closely with analysts on our Quantitative Credit Modeling team to develop, implement and document methodologies for analyzing and rating structured finance securities. You will also guide us in defining the technical architecture, design, and platform best suited for our quantitative credit rating algorithms, while partnering with the enterprise technology teams. A successful candidate will demonstrate knowledge of the full life cycle of a credit model from data ETL to model construction.

Responsibilities

  • Build and deploy applications build on Python and AWS cloud infrastructure working closely with quantitative analysts to determine application requirements
  • Clearly document system and functional specifications of the existing tools currently used by DBRSM ratings analyst and recode when necessary by maintaining a robust development environment via strong documentation and version control.
  • Assist in the transition of research products from the prototype phase to fully-fledged, scalable, and integrable into existing platforms of financial products, such as the tools in DBRS M analytics Portal and/or Ratings Engine etc
  • Develop, test, document and maintain unified model development library functions that incorporate numerical techniques such as machine learning, statistic models, visualization and validation functionalities.
  • Collaborate with the other quantitative researchers to build out automated data pipelines which can be used throughout the organization

Minimum Requirements

  • A bachelors degree in Computer Science or a related field (Masters or higher is desirable)
  • Minimum 4 years of experience with Python (pandas, scikit-learn, numpy)
  • Interest and prior knowledge about APIs and microservices hosted in the cloud
  • Experience with DevOps tools (e.g. Splunk, Git, uDeploy, Jenkins, Control-M
  • Experience with Agile software engineering practices
  • Experience with Big Data (Spark, Dask, Athena, BigQuery, etc)
  • Experience with UNIX/Linux including basic commands and shell scripting would be a plus
  • Possesses strong technical development skills, an ability to follow analyst requirements and technical specifications for robust code

Preferred Requirements

  • Familiarity with scalable data cleaning and manipulation techniques
  • Familiarity with information visualization
  • Familiarity with structured credit securities
  • Intellectual curiosity for the world of quantitative research

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Morningstar

Financial Services

Chicago IL

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