Location: Jersey City NJ
Duration: Long term
Visa: H1B/ GC/Citizen.
No of Positions: 2
Skills Required:
Ø Develop QRM APIs for strategy research and model development team:
Ø Analysis & design of QRM API’s using QRM provided libraries to invoke QRM runs from in-house systems.
Ø Provide API’s to users for setting up configurations like volatility, yield curves, index rates, exchange rates, spot rates and run parameters that are required to do a scenario analysis run in QRM.
Ø Design and Develop API framework on multithreaded environment to support multiple QRM runs and for various business users
Ø Email notification to respective stake holders for run status.
Ø Enabled tracking and logging for diagnostic purpose.
Ø Enhance API framework to make compatible with different version of QRM
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