We are seeking experienced Python Developers who are either US Citizens or candidates Green Card Work Authorization for an Investment Banking position in New York, New York.
Profile
QRL (Quant Risk Libraries) implements risk models to ensure that the bank’s lending portfolios have adequate capital during crisis. We use mathematical modeling and the latest technologies to build loss forecasting and stress testing pipelines. Our systems are responsible for calculating risk on some of the largest portfolios.
We are a diverse group of professionals with backgrounds in Physics, Engineering and Computer Science. You will work alongside experienced colleagues to further develop your analytical and quantitative skills. You will build skills in building products from the ground up for solving real life problems and develop a career as a risk model expert.
Position Description
Designing and implementing a framework for model driven computations on a graph
Designing and building infrastructure APIs for grid computing, data storage and access
Unit testing, reliability and improving the quality of our compute pipelines
Learn about Python, its ecosystem, community and best practices
Ideas on improving our model and data platform and help implement them
You will need:
Bachelors or Masters in Computer Science/Computer Engineering or related field· Strong grasp of computing fundamentals: data structures, algorithms, OS, programming languages.
Fluency in Python and working knowledge of a compiled language like C/C++/Java· Exposure to Numerical libraries (Pandas/Numpy) and data processing
6-8+ years developing Python, C or C++ packages and API development
Ability for abstraction and conceptualization, reasoning about program behavior at different levels of abstraction from hardware to applications.
QUALIFICATIONS
Required Skills:
Experience with web services and Flask/Django ecosystem
Experience with large scale scientific computing and algorithm development
Long term interest in finance, financial experience is required
Experience contributing to Open-Source project
Job Types: Full-time, Contract
Pay: From $70.00 per hour
Expected hours: No less than 40 per week
Experience:
Python, C or C++ and API development: 6 years (Required)
Django & Flask: 2 years (Required)
Ability to Commute:
New York, NY 10013 (Required)
Work Location: In person
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