FRTB MQA(Market Quantitative Analysis) – Python, SQL exp. - NYC
ManpowerGroup
**Role: FRTB MQA(Market Quantitative Analysis) – Python, SQL exp.**
**Location: New York, NY -10013 (Hybrid -3 days onsite per week)**
**Position type: 10 months contract with high possibility of extension/Conversion**
**Must-have skill sets**
1. Strong **python** programming skills. Development experience in **large scale production systems** , not just offline analytical code on their own PC. Have experience committing code into production. - Interview will be programming intensive.
2. Extensive **experience in handling large amount of data** . Knowing **SQL** **inside out.**
3. Quick learner. The person needs to pick up market risk knowledge and asset class knowledge at the job. Has to be open to training and expects lots of learning.
**Not looking for:**
**1. Project managers / program managers**
**2. Risk managers**
The front office Market Quantitative Analysis (MQA) is looking for a quantitative analyst in the In-Business Market Risk MQA team, working along with trading and in-business risk managers in managing market risk metrics and capital.
**Responsibilities:**
**Some key responsibilities include:**
• Build advanced analytical tools and applications including AI powered apps, for the business and traders use to assess market risk, stress loss and capital metrics, and to develop efficient portfolio level hedge strategies.
• Develop well-structured high-quality code and contribute to contribute to large-scale in-house python libraries.
• Perform in-depth diagnosis of the current market risk and capital models and processes, partner with the business and other quant teams to propose and drive enhancement.
• Partner with traders, provide cost-benefit analysis to help on business prioritization, guidance and direction.
**Qualifications:**
• 6+ years of experience in quantitative modeling in the financial industry.
• Must have strong technical/programming skills in python. Experience in collaborative code development through use of Git/Bitbucket and similar platforms. Familiar with software development principles. Able to design, structure, and modularize complicated program.
• Familiar with SQL, and experience working with large dataset. Skilled in data cleaning, transformation, and processing using Python libraries such as pandas and numpy.
• Proficiency in delivering solutions using front-end frameworks like Angular and visualization tools like Tableau is a plus.
• Understanding of commonly used market risk metrics and method such as VaR, stress testing is a plus.
• Clear and concise written and verbal communication skills.
**Education:**
• A PhD or Masters degree in a technical discipline such as statistics, mathematics, physics, computer science, quantitative finance, operations research or similar.
If this is a role that interests you and you’d like to learn more, click apply now and a recruiter will be in touch with you to discuss this great opportunity. We look forward to speaking with you!
**About ManpowerGroup, Parent Company of:** **Manpower, Experis, Talent Solutions, and Jefferson Wells**
_ManpowerGroup® (NYSE: MAN), the leading global workforce solutions company, helps organizations transform in a fast-changing world of work by sourcing, assessing, developing, and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organizations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands –_ **_Manpower, Experis, Talent Solutions, and Jefferson Wells_** _–_ creates substantial value for candidates and clients across more than 75 countries and territories and has done so for over 70 years. We are recognized consistently for our diversity - as a best place to work for Women, Inclusion, Equality and Disability and in 2022 ManpowerGroup was named one of the World's Most Ethical Companies for the 13th year - all confirming our position as the brand of choice for in-demand talent.
ManpowerGroup is committed to providing equal employment opportunities in a professional, high quality work environment. It is the policy of ManpowerGroup and all of its subsidiaries to recruit, train, promote, transfer, pay and take all employment actions without regard to an employee's race, color, national origin, ancestry, sex, sexual orientation, gender identity, genetic information, religion, age, disability, protected veteran status, or any other basis protected by applicable law.
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