Quantitative Model DeveloperPrague - Competitive Salary
We are looking for a motivated, innovative and dynamic individual to join our team Role and Responsibility
You will be participating in the development and maintenance of production regulatory market risk models. This will mainly include the support of AWS cloud based risk model systems, supporting run times using virtual and server less hardware.
The systems that you will be working with include market data loading, pricing, historical back testing and numerical implementation of analytical modules in Python.Accountability's:
- Maintenance of current risk applications and models
- Delivery of prototypes
- Development of models in C++/Python/R and the assistance of IT to integrate them into the production system.
The ideal candidate will have:
- Masters Degree
- 5+ years of experience in Statistics or Machine Learning methodology
- 5+ Years hands-on experience in programming skills (Python/C++)
- AWS cloud experience
Skills that will help in the role:
- The ability to make decision and solve problems
- Must be pro-active and pay attention to detail
- Show a high level of initiative, motivation and drive
What to do next
- Tailored benefits packages to suit you and your lifestyle
- A multitude of career development opportunities
To be considered for this exclusive role, you can contact me on 0191 814 7803
and I would be more than happy to discuss it with you.
Alternatively, you can contact me via email on firstname.lastname@example.org
to arrange a suitable time for a telephone discussion.All matters discussed will remain confidential