Global Bank in Jersey City, NJ seeks a Quantitative Developer (Market Risk) for a contract role with hybrid work 3 days onsite per week. The position focuses on designing and operating a massive-scale compute grid on AWS/GCP to run pricing models and risk analytics.
You will deploy and manage a library of pricing models, optimize performance and cost, and collaborate with risk, trading, and research teams to ensure availability and accuracy of pricing results.
#J-18808-LjbffrSenior Quant Developer – Market Risk (Hybrid, 6M) in jersey city at Unknown Company
This position is listed as contract and hybrid.