Job Openings Model Risk Quant Developer -New York, NY -Hybrid

About the job Model Risk Quant Developer -New York, NY -Hybrid

Model Risk Quant Developer -New York, NY -Hybrid

FinTrust Connect -New York, NY -Hybrid

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Join our Talent Community for New York. Demand is strong for Python first quant developers who partner with model risk and validation teams to productionize libraries, automate back tests, and support SR 11 7 driven testing and controls. 

As a Model Risk Quant Developer you will build and harden production grade code that enables risk models and validation tools across market credit and liquidity domains. You will collaborate with quants and validators and technology to deliver reproducible results, traceable data, and exam ready evidence.

Requirements:

  • 5 to 10 years in quantitative development in banking or buy side
  • Expert Python with strong SQL and exposure to C++ or Java nice to have
  • Experience supporting model validation and testing and benchmarking
  • Familiarity with SR 11 7 controls and model lifecycle and documentation expectations 
  • Libraries and tools NumPy and Pandas and SciPy and scikit learn and PyTorch or TensorFlow as needed
  • CI and CD unit tests and regression suites and artifact versioning and containerization
  • Data engineering awareness for clean inputs and lineage

Responsibilities:

  • Implement robust pricing and risk analytics and backtesting utilities that validators can run repeatably
  • Optimize compute paths and serialize results for explainability and audit
  • Build harnesses for challenger and benchmark models and sensitivity and stability checks
  • Package and document code with clear assumptions and limitations and usage notes
  • Partner with model risk to answer RFIs with scripts and notebooks and evidence packs

Outcomes we track:

  • Reproducible runs for validation suites 100% with seed and environment lock
  • Test coverage 80% on shared libraries within 60 days
  • Benchmark and challenger comparisons produced within agreed SLAs 100%

Compensation and terms

  • Consultant pay $110 to $180 per hour

  • Contract Hybrid New York NY or Remote US W2 or 1099

How to apply:

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Keywords
Model Risk, SR 11 7, Quant Developer, Python, NumPy, Pandas, SciPy, scikit learn, Backtesting, Benchmarking, Challenger Models, Pricing Library, Risk Analytics, CI CD, Unit Testing, Data Lineage, NYC