Senior Quantitative Python Developer (Quant/Risk)

Hi Job Seekers,

Our Client is seeking a Senior Quantitative Python Developer (Quant/Risk) in Jersey City, NJ & New York, NY for Full time/Contract role. Please let me know your interest.

JD-

Sr Python Developers with strong Python skills, analytical thinking, and financial/risk experience to help with system design and implement the core modeling, scenario generation, and analytics components of this enterprise platform.

This role blends quantitative development and software engineering to build scalable tools used by Treasury, Market Risk, and senior decision-makers.

Key Responsibilities

Quantitative Modeling & Scenario Analytics

• Develop and implement using Python for balance sheet projections, interest rate risk (IRR), liquidity analytics, and scenario-driven stress testing.
• Support both 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.
• Proficient with Pandas, Numpy and other Quant 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.