Quantitative Risk Developer – ERM & Investment Risk
fynetraEast Boston (MA)
Quantitative Risk Developer – ERM & Investment Risk
Posted 4 days ago
fynetraEast Boston (MA)
SENIORITY
Senior
About the role
Quantitative Risk Developer – ERM & Investment Risk
Role Overview:
Lead development of credit and market risk frameworks—model implementation, automation tools, stress testing infrastructure, and risk analytics for enterprise risk management.
Must-Haves:
- 8+ years of quantitative risk analytics or 5 years + grad degree
- Deep Python/SQL development experience
- Quant modeling across multiple asset classes; hands-on risk toolkits
- Plus: CECL, ML in financial risk, Git/Docker, production environment development
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.