Quantitative Modeling Applications Developer
2 weeks ago
Unlock Your Potential with Mackenzie HealthCare
We are seeking a highly skilled Quantitative Catastrophe Model Developer to join our team. In this role, you will be responsible for planning, designing, developing, testing, and debugging modeling applications and services using Python.
Key Responsibilities:
- Work with other modelers to convert complex business requirements into technical designs.
- Assist in the planning and monitoring of critical modeling systems within the production environment.
- Develop in-house catastrophe models.
- Explain and simplify highly complex concepts to others and management.
Requirements:
- Numerate Bachelor's Degree (e.g. Mathematics, Physics, Engineering) or equivalent experience in Mathematics or Computer Science.
- A minimum of 3 years application development using Python and Numpy; alternatively prior experience working with an object-oriented language and extensive demonstrable experience with one of the following: MATLAB, R, S+ or Octave.
- Experience of working with matrices and arrays/vectors.
- Stochastic simulation experience (in the area of pricing financial instruments).
- SQL experience as well as an understanding of XML and XSLT processing and manipulation.
What We Offer:
We offer a competitive salary range of $95,000 - $120,000 per year, depending on experience.
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