Job Description
Quantitative programmer – Java
Jersey City, Tampa, or Dalla
|Experience: 7+ years
Responsibilities:
- VAR Model Development: Design, develop, and maintain robust VAR models using Java programming language. Implement various statistical and mathematical techniques to accurately assess and quantify financial risk.
- Quantitative Analysis: Conduct thorough quantitative analysis to evaluate the effectiveness and reliability of VAR models. Identify areas for improvement and optimization to enhance risk management processes.
- Risk Assessment: Collaborate with risk management teams to assess the potential impact of market fluctuations and identify key risk factors. Utilize VAR models to measure and monitor the exposure of the organization to various types of risk.
- Software Development: Write clean, efficient, and maintainable code in Java to implement VAR models and related algorithms. Ensure code quality through rigorous testing and code reviews.
- Data Management: Manage and analyze large datasets to extract relevant information for VAR modeling purposes. Develop data preprocessing techniques to enhance the accuracy and reliability of VAR calculations.
- Documentation and Reporting: Document VAR model methodologies, assumptions, and results effectively. Prepare comprehensive reports and presentations to communicate findings and recommendations to stakeholders.
- Continuous Learning: Stay abreast of industry trends, best practices, and regulatory requirements related to financial risk management and VAR modeling. Continuously enhance knowledge and skills to drive innovation and improvement.
