Python Developer, Quant Analytics (Market Risk)

Requirements:

• Strong hands-on Python development experience, including the ability to build analytical solutions for complex quantitative and market-risk use cases.
• Experience or background in market-risk analytics is preferred, including familiarity with P&L calculations and vectors, risk metrics, and quantitative data processing.
• Experience working with large financial datasets and performing complex aggregations, transformations, and analyses on high-volume data.
• Experience in global banking or capital markets environments and with enterprise-scale financial datasets.
• Strong quantitative or domain knowledge alongside technical development skills; experience addressing practical analytical problems involving vector calculations, complex aggregations, and quantitative data modeling is preferred.
• Familiarity with distributed or grid computing platforms and large-scale analytics workloads is a plus.
• Ability to collaborate effectively with quantitative teams and business stakeholders.
• Strong communication and problem-solving skills.

Responsibilities:

• Develop solutions for pricing analytics, risk analytics, trade analytics, or financial modeling environments.
• Process and optimize data pipelines handling billions of records, with a focus on performance, scalability, and efficiency.

Technologies:

• Python
• Quant

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We are hiring a Python Developer in Quantitative Analytics focused on Market Risk. This is a full-time, permanent role based in Jersey City, New Jersey, with a hybrid work arrangement.

last updated 43 week of 2026