Job ID: JOB_ID_4424
Job Title: Python Quantitative Developer
Quantum World Technologies Inc. is seeking a highly skilled Python Quantitative Developer for a long-term hybrid role. This position offers the opportunity to work on critical financial and risk management systems, blending quantitative development with software engineering expertise.
Role Overview:
The successful candidate will be instrumental in designing and implementing core modeling, scenario generation, and analytics components for an enterprise platform. This role requires a strong analytical mindset, deep Python proficiency, and significant experience in financial risk management.
Key Responsibilities:
Quantitative Modeling & Scenario Analytics:
- Develop and implement Python solutions for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing.
- Support regulatory scenarios (e.g., CCAR, SCB, liquidity stress) and ad hoc what-if analyses for Treasury and risk stakeholders.
- Build tools for scenario transformations, sensitivity calculations, curve construction, and quantitative stress analytics.
Platform & Data Engineering:
- Design and maintain high-performance Python modules that serve as the computational core of the scenario analysis framework.
- Proficiency with Pandas, Numpy, and other quantitative libraries.
- Work with large datasets using SQL to integrate financial, balance sheet, and market inputs.
- Collaborate on the development of REST APIs that interface with scenario engines, model layers, and user applications.
Front-End & Workflow Integration:
- Partner with UI developers to support React-based dashboards that present scenario results, visualizations, and analytics to business users.
Required Skills & Experience:
- Strong Python skills.
- Proven experience in quantitative development.
- Significant experience in financial risk management.
- Expertise in quantitative modeling and scenario generation.
- Familiarity with regulatory requirements such as CCAR, SCB, and liquidity stress testing.
- Proficiency with Pandas, Numpy, and other quantitative libraries.
- Experience working with large datasets and SQL.
- Experience developing REST APIs.
- Experience with React-based dashboards is a plus.
- Excellent analytical and problem-solving skills.
- Strong communication and collaboration abilities.
This hybrid role can be based in Pittsburg, PA, Lake Mary, FL, or Jersey City, NJ. Join a leading IT consulting firm and make a significant impact on financial risk management solutions.
Special Requirements
H1B Candidates Only. Hybrid Role.
Compensation & Location
Salary: $75 – $95 per year (Estimated)
Location: Pittsburg, PA
Recruiter / Company – Contact Information
Email: m@quantumworldit.com
Recruiter Notice:
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