| Required||Quantitative Programmers (Java)||Hybrid at Remote, Remote, USA |
| Email: [email protected] |
| From: Shivani, kpg99 [email protected] Reply to: [email protected] Hi, Hope you are doing well. My name is Shiv ani Saini and I'm an IT recruiter at KPG99. Kindly go through the below JD and let me know your interest. Also share with me your updated resume with contact details. Position : Quantitative Programmers (Java) Location : Boston, FL (Hybrid) Duration : 6+ Months Contract Only USC/GC Job Description: REQUIRED SKILLS Java programming language with experience in software development Strong experience with Value at Risk (VAR) methodologies Experience with statistical analysis tools and libraries (e.g., R, Python, MATLAB) is a plus. Prior experience in financial services or risk management We are seeking a skilled Quantitative Programmer/Developer with expertise in Java programming and a strong understanding of Value at Risk (VAR) methodologies. The ideal candidate will possess a combination of quantitative analysis skills, programming proficiency, and a keen interest in financial risk management. You will be responsible for developing and implementing VAR models, conducting quantitative analysis, and collaborating with cross-functional teams to optimize risk management strategies. Responsibilities: 1. VAR Model Development: Design, develop, and maintain robust VAR models using Java programming language. Implement various statistical and mathematical techniques to accurately assess and quantify financial risk. 2. Quantitative Analysis: Conduct thorough quantitative analysis to evaluate the effectiveness and reliability of VAR models. Identify areas for improvement and optimization to enhance risk management processes. 3. Risk Assessment: Collaborate with risk management teams to assess the potential impact of market fluctuations and identify key risk factors. Utilize VAR models to measure and monitor the exposure of the organization to various types of risk. 4. Software Development: Write clean, efficient, and maintainable code in Java to implement VAR models and related algorithms. Ensure code quality through rigorous testing and code reviews. 5. Data Management: Manage and analyze large datasets to extract relevant information for VAR modeling purposes. Develop data preprocessing techniques to enhance the accuracy and reliability of VAR calculations. 6. Documentation and Reporting: Document VAR model methodologies, assumptions, and results effectively. Prepare comprehensive reports and presentations to communicate findings and recommendations to stakeholders. Primary Skills Qualifications: - Bachelor's or Master's degree in Computer Science, Mathematics, Statistics, Finance, or a related field. Strong proficiency in Java programming language with experience in software development. Solid understanding of quantitative finance concepts, particularly Value at Risk (VAR) methodologies. Experience with statistical analysis tools and libraries (e.g., R, Python, MATLAB) is a plus. Familiarity with financial markets, products, and risk management principles. Excellent analytical and problem-solving skills with a meticulous attention to detail. Effective communication and collaboration abilities, with the capacity to work in a dynamic team environment. Prior experience in financial services or risk management is desirable but not mandatory. Thanks & Regards Shivani Saini Technical Recruiter [email protected] Direct--609-662-6116 KPG99,INC 3240 E STATE ST EXT Hamilton, NJ 08619 www.kpgtech.com LinkedIn ID https://www.linkedin.com/in/shivani-saini-1397311a2/ Keywords: rlang information technology golang green card Florida Idaho New Jersey Required||Quantitative Programmers (Java)||Hybrid [email protected] |
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| Fri Apr 19 02:57:00 UTC 2024 |