Job Title: Quant Developer
Project Location: NYC, New York
Project Duration: 6 Months
Responsible to design and develop a high end performance distributed framework for loss forecasting models.
Required Skills and Qualifications:
• Previous expertise in quantitative or mathematical modeling required
• Familiarity with statistical modeling approaches desirable
• Required knowledge of C or C++ and Unix.
• Knowledge of Perl/ Python desirable
• Knowledge of SQL and other data programming languages desirable
• Good understanding of software development lifecycle and software testing processes required
• Expertise in distributed computing desirable
• Expertise in numerical computing desirable
• Master's Degree (Quantitative-Related) required
• Ph.D. Degree (Quantitative-Related) preferred
• Knowledge of credit risk modeling and loss forecasting methodology desirable.