Capital Markets Quant Developer

Location: Washington, District Of Columbia US

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Requisition Number: 1872

Position Title:

External Description:

OVERVIEW:

For a large financial services client, we are seeking a Capital Markets Quant Developer with very strong Python skills and experience working with financial services, preferably in a capital markets related role.

RESPONSIBILITIES:

  • Use advanced mathematical, analytic, or economic tools to create algorithms for analytical or product development processes.
  • Develop or refine computer applications that provide deeper analysis of prospective asset performance, asset pricing, new asset classes, or information needed to measure or hedge risk.
  • Provide analysis of new products or asset classes, and suggest program modifications. Use mathematical/application tools to perform appropriate analysis on specified product, transaction, market activity, or investment vehicle that has multiple variables affecting potential outcomes.
  • Perform loss forecast analysis and model development/ analysis for high level quantitative analysis of credit risk, product valuation, and asset analysis.

QUALIFICATIONS:

  • Master's in Economics, Mathematical Finance, or related quantitative field
  • 5+ years of experience in complex financial analysis and modeling using Python, R, SQL, MATLAB, and VBA
  • C++ programming experience
  • Strong Unix scripting skills are required.
  • Experience in C++ or equivalent language.
  • Experience working with Big Data
  • Experience with Machine Learning.
  • Experience in numerical calculations and quantitative financial analytics required.
  • Financial services experience, preferably in Capital Markets.
  • Experience working with interest rate derivatives.

#XR

City: Washington

State: District Of Columbia

Community / Marketing Title: Capital Markets Quant Developer

Company Profile:

The Oakleaf Group is a premier advisory firm with expertise in risk management and financial modeling for the mortgage and banking industries. We serve publicly traded and privately held banks and non-bank mortgage firms, government agencies, law firms, insurance companies, institutional asset managers and hedge funds. Founded in 2007, our firm’s over 100 professionals are located in the Washington, DC and New York City metro areas, serving clients across North America and Europe. 

We differentiate ourselves through our approach to client relationships. We begin with the belief that each client relationship will be permanent and ongoing, spanning across engagements. We invest in communication and research to ensure that we fully understand the drivers of every client’s short and long term success. We align our goals to those of our clients, and we continuously monitor and adjust to ensure that the relationship stays strong. 

It’s on the foundation of strong client relationships and aligned objectives that we provide expertise-infused advisory services and technology-aware implementation assistance that drive client success.

Location_formattedLocationLong: Washington, District Of Columbia US

CountryEEOText_Description: As a condition of employment with The Oakleaf Group, any successful job applicant will be required to successfully complete a background investigation, which may also include a pre-employment drug screen and/or a credit check for positions in some areas of our business. The Oakleaf Group is an equal opportunity employer. Applicants are considered for positions without regard to race, religion, gender, native origin, age, disability, or any other category protected by applicable federal, state, or local laws.

7315 Wisconsin Avenue, East Tower 10th Floor
Bethesda, MD 20814
P. (202) 684-2800 • F. (202) 684-2803

© 2018 The Oakleaf Group, All Rights Reserved.