Model Risk Quant Developer: Python, Backtests & Validation

A financial services company is seeking a Model Risk Quant Developer in New York, NY. The successful candidate will have 5 to 10 years of quantitative development experience, expertise in Python, and familiarity with model validation processes. Responsibilities include building robust analytics utilities and optimizing compute paths for risk models. This is a hybrid position offering the opportunity to work closely with validation teams to ensure comprehensive model testing and compliance with SR 11 7 standards. J-18808-Ljbffr