Quantitative Analyst Python and SQL

Job Title: Python and SQL Developer with Quantitative Background

Location: New York City NY

Job Description

We are seeking two skilled Python and SQL Developers to join our clients team in New York City. The candidates will be part of a critical project focusing on the Basel 3 end game program. The ideal candidates will have a strong quantitative background and experience in credit risk market risk or related areas within the financial services industry.

Key Responsibilities

• Develop and Maintain Code: Write optimize and maintain Python and SQL code to support the Basel 3 end game program.
• Data Analysis and Management: Perform data extraction transformation and loading (ETL) processes. Ensure data quality and integrity.
• Risk Model Development: Assist in the development and implementation of risk models focusing on credit risk and market risk.
• Quantitative Analysis: Conduct quantitative analysis to support risk management and regulatory compliance efforts.
• Collaboration: Work closely with crossfunctional teams including risk management compliance and IT to ensure alignment and successful project delivery.
• Documentation: Document processes models and systems to ensure clarity and reproducibility.

Required Skills and Qualifications

• Technical Skills:
  • Proficiency in Python programming.
  • Strong SQL skills including experience with complex queries and database management.
  • Familiarity with data analysis libraries such as Pandas NumPy and SciPy.
• Quantitative Skills:
  • Background in quantitative finance economics mathematics or a related field.
  • Experience in developing and validating risk models (credit risk market risk).
  • Understanding of statistical analysis and mathematical modeling techniques.
• Experience:
  • Prior experience working on regulatory projects preferably Basel 3.
  • Experience in the financial services industry specifically in risk management.
• Soft Skills:
  • Excellent analytical and problemsolving skills.
  • Strong communication skills to effectively collaborate with team members and stakeholders.
  • Ability to work in a fastpaced and dynamic environment.

Preferred Qualifications

• Advanced degree (Masters or PhD) in a quantitative discipline such as Finance Economics Mathematics Statistics or Computer Science.
• Experience with other programming languages (e.g. R MATLAB) and tools (e.g. SAS).
• Familiarity with other risk management frameworks and regulatory requirements.
• Certification in relevant fields such as FRM (Financial Risk Manager) or CFA (Chartered Financial Analyst).