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We are seeking a Quant Python Developer for a 9+ month project, to work with one of our large mortgage-focused financial services clients on hedge accounting optimization. Within their Finance area, they are changing the way they do hedge accounting, and this developer will be part of a small team writing code for their hedge optimizer. This part of the project involves all of the calculations up to the actual accounting, so they need someone who has some experience with bond math, yield curve discounting, and who is able to handle data in a variety of forms.
Come up to speed quickly on the requirements and mathematics of the project.
Write Python code for the back-end calculations involved in hedging interest rate risks for the enterprise. They plan to use QuantLib with Python wrappers, and possibly some C++ and Unix scripting.
Apply basic knowledge of bond math and yield curves to the development of the model.
The database is not defined yet, but the model will be working on the cloud, in a Unix/LINUX environment.
Collaborate with other team members, who will be working on the requirements and testing.
Quant bachelor's degree
5+ years coding in Python (3+ years if very intense Python experience; they would also consider someone with no Python but strong C++ with QuantLib)
Experience working in a Unix environment, doing Unix scripting
At least academic experience with bond math and discounting yield curves
Nice to have experience working with QuantLib
Nice to have C++
Nice to have experience working with the cloud
Financial services experience preferred but not required.
The Oakleaf Group is a mid-size consulting firm with offices in Bethesda, MD and New York, NY. Our people are our greatest assets and our company culture is grounded on that belief. Our goal is to thrill our clients and challenge and reward our employees. As a member of the Oakleaf team, you will have an exciting opportunity to work with emerging technology, modernize financial applications, and grow in a friendly workplace where you can work independently and collaboratively. In this position the ideal candidate will work to solve complex "hot topic" issues currently faced by the financial services industry. We bring depth of experience to a wide range of highly satisfied clients, delivering trusted advice along with quantitative, technology, regulatory, and operations strategies. Do you possess the talent and dedication to be part of our growing team?
Third party candidates will not be considered for this position.
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. The Oakleaf Group participates in the E-Verify program.