Python Developer / Quant Analytics (Market Risk)

Requirements:

• You bring strong hands-on Python development experience and can build analytical solutions for complex quantitative and market-risk use cases.
• Background in market-risk analytics is a plus, including familiarity with P&L calculations and vectors, risk metrics, and quantitative data processing.
• You have experience working with large financial datasets and performing complex aggregations, transformations, and analytics on high-volume data.
• You have experience in global banking or capital markets organizations and working with enterprise-scale financial datasets.
• We prefer candidates who combine quantitative or domain expertise with technical development skills, rather than having only application-development experience.
• We value experience solving practical analytical problems involving vector calculations, complex aggregations, and quantitative data modeling.
• Familiarity with distributed or grid-computing platforms and large-scale analytics workloads is a plus.
• You collaborate effectively with Quant teams and business stakeholders and bring strong communication and problem-solving skills.

Responsibilities:

• Develop solutions for pricing analytics, risk analytics, trade analytics, or financial-modeling environments.
• Build and optimize data pipelines that process billions of records, emphasizing performance, scalability, and efficiency.

Technologies:

• Python
• Quant

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We are hiring a full-time Python Developer / Quant Analytics professional focused on market risk. The role is based in New York City, NY, and involves analytical work in a quantitative finance context.

last updated 43 week of 2026