Posted
8/7/2024
Role
Other
Location
Unknown
Remote
Discuss with client
Project Description
A bank in Frankfurt is seeking 2 consultants for an exciting project involving the update of master data supply in the stock process. The consultants must have expertise in Python software development, column-based storage solutions (especially Apache Parquet), SQL Server, ODBC data connections, REST API data integration, CI/CD pipelines, familiarity with the Quant-IT data model of the bank, and knowledge in Asset Management or Finance with the implementation of factor construction procedures being a plus. The tasks include daily updating of master data supply in the stock process with the implementation of waterfall logic in the new infrastructure, analysis and visualization of factor strategies, creation of factor suites, construction of Dezil portfolios, calculation of performance and risk metrics, correlation analysis, scenario assessments, and groundwork for base risk models. The project will run from August 19, 2024, until December 31, 2024, with the possibility of up to 80% remote work in Frankfurt. If this project aligns with your skills and interests, please submit your CV, availability, and daily rate expectations for onsite and remote work. Feel free to reach out for any further inquiries about the project.
Skills