Quantitative Analytics

Job Role: Quant Analytics with Python (Market Risk)Location: Jersey City, NJ (Hybrid)Job Type: Full-time permanent roleJob Description:Strong hands-on experience in Python development with the ability to build analytical solutions for complex quantitative and market risk use cases.Experience or background in Market Risk Analytics in a plus, including understanding of P&L calculations, P&L vectors, risk metrics, and quantitative data processing.Experience working with large-scale financial datasets and performing complex aggregations, transformations, and analytics on high-volume data.Candidate will focus on developing solutions for pricing analytics, risk analytics, trade analytics, or financial modeling environments.Ability to process and optimize data pipelines handling billions of records, with a focus on performance, scalability, and efficiency.Experience working within global banking or capital markets organizations and handling enterprise-scale financial datasets.Preference for candidates who combine strong quantitative/domain knowledge with technical development skills, rather than purely application development experience.Preference for candidate who has experience solving real-world analytical problems involving vector calculations, complex aggregations, and quantitative data modeling.Familiarity with distributed computing/grid computing platforms and running large-scale analytics workloads is a plus.Ability to collaborate effectively with Quant teams and business stakeholders.Strong communication and problem-solving skills.