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Quant Developer (VBA/Java/MATLAB) - Rapid Solutions Team Business Technology Markets Group more...
Location:New York, NY
Company:Federal Reserve Bank of New York
First posted:June 15, 2017 (last updated 2 weeks 2 days ago)

Primary Location: NY-New York City

Full-time / Part-time: Full-time

Employee Status: Regular

Overtime Status: Exempt

Job Type: Experienced

Travel: No

Shift: Day Job

Area Overview:


The Markets Group of the Federal Reserve Bank of New York implements monetary policy on behalf of the Federal Reserve System and acts as fiscal agent for the U.S. Treasury.  The Rapid Solutions Team (RST) within the Markets Group Business Technology function focuses on developing operational and analytical support tools and models to aid in the monitoring and analysis of financial markets and implementation of monetary policy. The RST is a dedicated, development team that provides small-scale technology solutions to meet critical Markets business needs.


The Markets Group is currently seeking a quant developer to join the Rapid Solutions Team.

The ideal candidate has strong business knowledge, experience building technology solutions, and   strong interpersonal and communication skills. This role requires close collaboration with other members of the technology team and business users.




  • Work with all business groups under Markets on a wide range of tactical or small scale projects such as model implementation/integrations, pre-trade/post-trade analytics and data visualizations.
  • Build secure,  easily-integrated, maintainable excel or java based solutions to bridge operational gaps and  to facilitate the business decision process
  • Implement and integrate analytics/models and build visualization tools using MATLAB and Excel for users to conduct ad-hoc analysis
  • Analyze, source and maintain complex datasets and develop transformations and data fetch mechanisms for end users
  • Research techniques and best practices being used in the industry and apply this knowledge to the system(s) being developed

Technical Requirements:

  • Solid experience generating complex reports using Excel/Excel VBA/Excel Add-ins
  • Solid experience with java web development
  • Experience with statistical software package (MATLAB, R or Python) is a plus


Other Requirements:

  • Strong knowledge of financial and macroeconomic concepts. CFAs or CFA candidates preferred
  • Exceptional interpersonal, communication, customer service and facilitation skills
  • Intellectually curious, pro-active, delivery focused
  • Strong analytics and problem solving and troubleshooting skills
  • Knowledge of statistical or econometrics model is a plus
  • Knowledge of Repo, Money Markets, MBS or FX Swaps is a plus




This position is limited to "Protected Individuals" as defined in the U.S. federal immigration law. Protected Individuals include, but are not limited to, U.S. citizens, U.S. nationals, U.S. permanent residents who are not yet eligible to apply for naturalization and U.S. permanent residents who have applied for naturalization within six months of being eligible to do so.  


The Federal Reserve Bank of New York is committed to a diverse workforce and to providing equal employment opportunity to all persons without regard to race, color, religion, national origin, sex, sexual orientation, gender identity, age, genetic information, disability, or military service.



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