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Senior Web Engineer w/ Spotify USA, Inc. in NY, NY. Deliver maintainable &amp; testable hi-quality front-end code. Bach deg (U.S. or foreign equiv) in any field &amp; 5 yrs of exp in software dvlpmnt. Must have 5 yrs of exp w/: Front-End Dvlpmnt; Agile dvlpmnt; &amp; Testing &amp; debugging. Must have 3 yrs of exp w/: Containerization; Microservice architecture; &amp; Server-Side Rendering (SSR) &amp; Static Site Generation (SSG). Must have 2 yrs of exp w/: Design Systems &amp; Component Libraries; &amp; Performance Optimization Techniques. Company HQ: NY,NY; Telecommuting permitted: work may be performed from any loc in the U.S. Sal: $182,962- $274,443/ yr. Qualified Applicants: Apply online at <a href="https://jobs.lever.co/spotify/" target="_blank">https://jobs.lever.co/spotify/</a> b4669db9-4c81-438f-b482-80ebc3aa1ebf

Senior Web Engineer

Machine Learning Engineer - User Fraud w/ Spotify USA, Inc. in NY, NY. *Telecommuting permitted: work may be performed w/in normal commuting distance from the Spotify office in NY, NY. Use large scale data to detect unwanted behavior on our platform using machine learning, stat inference, time series analysis &amp; anomaly detection. Bach deg (U.S. or foreign equiv) in Engg (any), Data Analytics, or rel field &amp; 1 yr of exp in the job offered or a rel role. Will accept Bach deg equiv based on single foreign deg, or combin of degs, where determined to be equiv to a US Bach deg by a qualified credential eval service. Must have1 yr of exp w/: Applying machine learning fundamentals incl training Deep Neural Networks on unbalanced data sets as they relate to proper training &amp; eval; Leveraging TensorFlow, Google Cloud AI Products &amp; Kubeflow to train large-scale robust models; Utilizing machine learning models &amp; data sci techniques such as Deep Neural Networks on unbalanced data sets &amp; tools such as TensorFlow, Google Cloud AI Products &amp; Kubeflow as they pertain to user behavior or interaction research. Sal: $158,000- $237,000/ yr. Qualified Applicants: See full job details &amp; apply online at <a href="https://jobs.lever.co/spotify/fcf955eb-" target="_blank">https://jobs.lever.co/spotify/fcf955eb-</a> 0aa3-4c16-b249-1e1b2c32dee0

Machine Learning Engineer - User Fraud 

CUSTOMER SERVICE REPRESENTATIVE: Work Schedule: 9:00 AM to 5:00 PM, 40hrs/wk. Wages: $49,338/year. Confer with customers by telephone or in person to provide information about products or services. Keep records of customer interactions or transactions, details of inquiries, complaints as well as actions taken. Contact customers to respond to inquiries. Use computers and computer systems to set up functions, enter data or process information. Maintain financial or account records. Determine charges for services requested, collect payments, or arrange for billing. Respond to customer problems or complaints. Record details of customer contact and action taken. Education: None. Experience: 12 months of Customer Service. Job Order# NY1495143. Job Location: Brooklyn, NY. Send resume to: A1 CELLULAR LLC. 408 Myrtle Ave, Brooklyn, NY 11205.

CUSTOMER SERVICE REPRESENTATIVE

Law Clerk: Kasen &amp; Liu Law Firm, PLLC seeks Law Clerk (Flushing, NY). Master's in Law, or a reltd field; Proficient in MS Office; Knowl of drafting pleadings, motions, &amp; discovery; Exposure to legal research/analysis via Westlaw/LexisNexis; X'lnt written/ comm, problem-solving, &amp; time-mgmt skills. Email resume to <a href="mailto:contact@kasenlawfirm.com" target="_blank">contact@kasenlawfirm.com</a>, 136-33 37th Ave. STE 9C, Flushing, NY 11357. $80,101/yr.&nbsp; &nbsp;

Law Clerk

Data Science: Duolingo, Inc. seeks mltple Sr. Data Scientists, Analytics (New York, NY) to lead analytics sltns end-to-end. Reqs a Master's dgr in Data Sci, Econ, Business Analytics, Info Systms or rltd &amp; 3 yrs of exp in a Data Scientist role. Mst have 3 yrs of exp w/ Prgrmmng to extrct, trnsfrm, clean, &amp; anlyz lrg amounts of data; Bldng datasets that enbl ad-hoc anlyss &amp; effcient vsualztion; Full-stck data anlyss, insght synthss, &amp; prsntation; &amp; Distillng cmplx data into concise explntions &amp; actionbl insghts. Mst have knwldg or exp in: Data Anlytcs; Stats; A/B tstng; Prgrmmng languages: SQL, Python, &amp; R; &amp; Data vsualztion tools: Sigma, Tableau, or Looker. Telecmmtng prmtd consistnt with cmpny policy. Salary rng: $190,000 - $215,000/yr. Email resumes to <a href="mailto:jobs@duolingo.com" target="_blank">jobs@duolingo.com</a>, ref code 1116.&nbsp; &nbsp;

Sr. Data Scientists, Analytics

Vice President, IT Business Systems Analyst (Lead) for Lazard Asset Management, LLC (NY, NY). Conduct data analysis, scripting, &amp; updates for real-time &amp; batch processing. Reqs a Bach deg or foreign equiv in Comp Sci, Applied Comp Sci, or rel field &amp; 5 ys of [or a Master's deg or foreign equiv in as stated above &amp; 3 yrs of] exp as an IT Systems Analyst, Tech Lead, or similar. Exp must incl the following: Utilizing SQL, relational &amp; non-relational database techs, (e.g., Sybase, SQL Server, Oracle) to support database mgmt, governance, &amp; analysis, incl troubleshooting &amp; issue resolution; Working w/ service-oriented &amp; object-oriented dvlpmnt using programming languages such as Python or Java; API creation &amp; RESTful services; Middle &amp; back-office batch processing of large data transfers (e.g., trade flow settlement, End-of-day &amp; start-of-day accounts &amp; positions extracts); Amazon AWS or Azure cloud architecture dvlpmnt; Jira, CI/CD, full-stack dvlpmnt &amp; agile frameworks; Linux &amp; shell scripting; &amp; Working w/ a team of app developers, whether on or offshore. Telework permissible w/in commuting distance. Sal: $179,982 /yr - $215,000/yr. Resumes to: <a href="mailto:USResumes@lazard.com" target="_blank">USResumes@lazard.com</a>. Ref. job code: VPIBSA2025

Vice President, IT Business Systems Analyst (Lead)

Senior Risk Officer (SG Americas Operational Services LLC, New York, NY)
Assess and monitor risk in lending and trading activities; Produce and contribute to key Senior Management reports and to the Quarterly Portfolio with the Federal Reserve Bank; Actively participate in the implementation of new regulatory rules; Analyze and monitor the credit quality of the loan portfolio; communicate on the evolution of the risk portfolio; identify drivers of risks and emerging risks; assess the cost of risk requirements; Conduct credit portfolio analysis by using key Credit and Counterparty Credit Risk metrics including (i) Business Environment metrics, (ii) Risk profile metrics inclusive of stress test, replacement risk and debtor risk, and (iii) Risk Management Effectiveness metrics; Perform ad hoc portfolio analysis by using appropriate risk metrics and focused on a specific activity sector or risk factor driven by the economic and geo-political environment; Develop data-oriented analysis and reports, improving loan portfolio risk assessment and monitoring; Perform portfolio risk assessment by identifying potential new risk factors and to assess materiality of all risk factors; Conduct the annual campaigns on Risk Appetite Statement (RAS), Key Risk Indicators (KRI) and Risk Identification and Assessment analysis, reviewing the metrics identiﬁed as RAS and KRI metrics based on the risk taxonomy of the US portfolio, and assess the different monitoring thresholds; Perform and implement necessary controls to enhance the quality of portfolio analysis, including but not limited to the quarterly Legal Lending Limit control, the monthly Concordance Table Control, the Rating Validation control, etc; Work with the Data Management Office in assessing the data quality of credit risk data and contribute to the process of addressing various data quality issues; Coordinate key Credit Risk related committees and interactions with internal and external auditors and regulators; Promote cooperation across Support Functions and Business Lines; Ensure accuracy and up to date Credit Risk policies and procedures with SG Group Guidance and Code, with all Law Rules and Regulations guidance including Supervision and Regulation letters; Participate in deﬁned projects or transversal initiatives locally and globally, either as a subject matter expert for Credit Risk, or as a project manager; Contribute to the enhancement of Credit Risk applications and databases including but not limited to the watch list application, the credit approval platform, the credit exposure platform, the asset recovery database, the credit dashboard, etc; Implement changes driven by strategic and/or organizational projects for a better integration of the department within local and global Risk framework; Enhance credit risk processes through automation and gain efficiencies through use of available technologies and collaborative tools; Manage junior resources and ensure tasks and responsibilities are executed in a timely manner with high quality of execution and accuracy, in compliance with regulations and SG policies; and Promote a working environment where junior team members can strive and develop their skills making them future risk officers for the bank. &nbsp;Telecommuting permitted 2 days per week. When not telecommuting, must report to SG Americas Operational Services, LLC, 245 Park Ave. New York, NY 10167. Salary: $160,597 - $240,000 per year.
 MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Mathematics, Engineering, Finance, or a related field plus 2 years of professional experience as a Financial Analyst, Risk Analyst, or any occupation/position/job title involving risk monitoring and management for a global financial institution.
Must also have the following: 2 years of professional experience in Credit Risk metrics analysis including EBITDA, DSCR, Leveraged Ratio, RWA, CVaR, PD and LGD; 2 years of professional experience utilizing Quantitative Finance, Stochastical calculus, statistical analysis, numerical techniques and Linear algebra, and mathematical and statistical models for portfolio risk analysis, including Herfindahl–Hirschman Index, Value at Risk and Stress Test models; 2 years of professional experience on regulatory requirements, on Law Rules and Regulations frameworks, on Cost Of Risk computation and analysis under IFRS9 and FASB regulations; 2 years of professional experience designing, developing, and evaluating predictive learning models, and implementing scalable Machine Learning solutions with strong understanding on AI design, database structure, restitution tools via ETL and Dashboarding (PowerBi); and 2 years of professional experience analyzing business data to identify key drivers of the risk profile of the US Portfolio and to optimize processes identifying issues and designing technical solutions to improve risk management efficiency utilizing coding language including SQL and PYTHON.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code FSCJ in the subject line. &nbsp;

Senior Risk Officer

Quantitative Advisor (SG Americas Securities LLC, New York, NY)
Develop, implement, and continuously refine the models to evaluate the life settlement policies portfolios bearing longevity risk ensuring they are reliable, scalable, and compliant with Model Risk Management standards. Provide adequate analysis and insights to financial engineers during the evaluation and structuring of prospective life settlement financing deals. Improve the tools used for the analysis and provide reports to enhance the understanding of underlying risks of the ongoing deal. Jointly manage a team of quantitative analysts who provide essential quantitative support to algorithmic trading Desk and co-lead the effort of the dedicated quant to perform data cleaning, data analysis, in the improvement of statistical models and in designing new strategies. Facilitate the development of quantitative tools and algorithms by providing technical guidance ensuring alignment with strategic trading objectives and organize regular review sessions with the algo trading support IT team to assess the performance of existing models and identify opportunities for optimization and innovation. Work closely with IT team to ensure that the infrastructure supporting R&amp;D libraries developed by the team in Amer is robust and capable of handling new challenges. This includes maintaining the library developed for the monitoring of the pricing models and library implemented to perform calculation of the initial margin amount for uncleared OTC deals. Drive innovation by working on projects that incorporate machine learning and artificial intelligence, closely working with R&amp;D to integrate new technologies into business process. Mentor the junior team members, provide guidance on new cutting-edge technologies and serve as one of leading voice for technological decisions and foster collaboration and knowledge sharing by maintaining regular contact with similar quantitative analysis teams within the organization, both locally and in other regions. Telecommuting may be permitted up to 2 days per week. When not telecommuting, must report to SG Americas Securities, LLC, 245 Park Ave., New York, NY 10167. Salary: $132,371 - $275,000 per year.
MINIMUM REQUIREMENTS: Master's degree or U.S. equivalent in Operations Research, Statistics, Finance, Financial Engineering, or related field plus 3 years of professional experience as a Quantitative Analyst, Investment Strategist, or any occupation/position/job title involving quantitative, programming, and statistical models for financial markets.
Must also have the following: 3 years of professional experience in programming using Python and C#; 3 years of professional experience performing statistical modeling for analysis, numerical method and optimization, Stochastic Models, and Time Series and Data Structures to simulate the evolution of specific Mortality and Insurance-related trends and obtain efficient and accurate estimations of complex insurance financial products valuations through time; 3 years of professional experience performing development and quantitative modeling analysis in Python, C# and Excel; 3 years of professional experience utilizing Longevity derivatives and pricing and assessing structured products to derive the pricing of Life Settlement Policy Collateral; 3 years of professional experience performing margin modeling and back testing of OTC derivatives; 3 years of professional experience developing and maintaining a pricing library with code sharing framework; 2 years of professional experience using neuronal network and Deep Reinforcement Learning to build and optimize a portfolio under nonlinear constraints; and 2 years of professional experience in managing a quant team of at least 2 members.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code EDCK in the subject line. &nbsp;

Quantitative Advisor

Relationship Manager, Hedge Funds and PTG, Prime Services (SG Americas Securities, LLC, New York, NY)
Work within US Prime Services Platform Sales team to retain and develop new business from existing clients, leveraging platform and services to best meet clients’ needs. Use strong communication skills (written and verbal) to act as the primary point of contact for assigned prime brokerage clients, building and nurturing strong relationships. Understand the unique needs and objectives of each client and provide tailored solutions to meet their requirements. Proactively identify opportunities to expand business with existing clients. Collaborate with various internal departments including risk, operations, execution, onboarding teams. Ensure proper coverage and support model is in place for customer business. Work with product and support teams to provide constructive customer and market feedback to help drive new product development and ensure client satisfaction and retention. Closely follow regulatory changes and its implications in the Investment Industry. Introduce and refer potential clients to other business lines to increase synergies and cross-selling opportunities. Analyze revenue trends and report business activity. Analyze client strategies and products traded. Lead the presentation of new business opportunities at the Business Approval Committee. Oversee key objectives of the Business Approval Committee that include ensuring that the Prime Services and Clearing sub-business line has a dedicated screening and validation process prior to on-boarding clients. Prepare/review cases to present with Salespeople, ensure the coordination and report the discussion and the decision of the committee to all stakeholders. Collaborate with various internal departments including risk, operations, execution, onboarding teams. Manage the communication of client information, ensuring it is updated and communicated to all other teams. Monitor the onboarding of new business. Lead efforts to increase synergies and maximize cross-selling opportunities. Monitor activity of the client with other business lines. Introduce and refer potential clients to other business lines when business cannot be accommodated or is outside of the scope of Prime Brokerage business. Requires up to 10% domestic travel required to meet with clients. Telecommuting may be permitted up to 1 day per week. When not telecommuting, must report to SG Americas Securities, LLC, 245 Park Ave, New York, NY 10167. Salary: $190,653 – $275,000 per year.
MINIMUM REQUIREMENTS: Bachelor’s degree or U.S. equivalent in Economics, Financial Engineering, Mathematics, Strategic Management or related field plus 4 years of professional experience as a Financial Analyst, Investment Analyst, or any occupation/position/job title involving financing and trading strategies for prime brokerage.
In lieu of a Bachelor’s degree plus 4 year of experience, employer will accept a Master’s degree or U.S. equivalent in Economics, Financial Engineering, Mathematics, Strategic Management or related field plus 2 years of professional experience as a Financial Analyst, Investment Analyst, or any occupation/position/job title involving financing and trading strategies for prime brokerage.
Must also have the following special skills: 2 years of professional experience working with investment strategies (including CTA, Global Macro, Fixed Income Relative Value, Quant and Fundamental Equity, and Volatility); 2 years of professional experience working with front to back trade ﬂows across all prime products (including listed and OTC derivatives clearing, FIPB, FXPB, EQPB, and securities lending); 2 years of professional experience assessing client risk and regulatory environments; 2 years of professional experience performing data crunching and data analysis using Excel and Tableau; 2 years of professional experience working with Cash securities (including Fixed Income or Equities); and 2 years of professional experience working with ROE, Capital costs, and Leverage and Liquidity constraints.
CONTACT: Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a> Must specify AdCode ICKH in the subject line. &nbsp;

Relationship Manager, Hedge Funds and PTG, Prime Services

Markets Product Control Specialist (SG Americas Operational Services, LLC, New York, NY)
Escalate issues related to market risk, PnL or income attribution processes to senior management and Global Process Owners ("GPOs") when necessary. Monitor process through Key Performance Indicators (“KPIs”) and Key Risk Indicators (“KRIs”) and define remediation actions as required. Working with analysts, adjust and propose KPIs that meet current regulatory rules and improve the quality of the bank’s analysis. Monitor data quality for the Americas region (“AMER”), including by both controlling and following the data. Coordinate and design new processes regarding regulatory changes and implement them within the global governance framework to create value through synergizing processes. Work with GPOs to design the bank’s transformation strategy and share new developments with stakeholders in the AMER region. Monitor and develop the team to fully understand and support all the processes and the requirements on Market Risk, PnL or Income Attribution topics. Implement process management and change management within the AMER domain. Advise on transversal audit and regulatory topics in a timely manner. Ensure audit and regulatory matters are following both the bank’s guidelines and methodologies, as well as external guidelines and methodologies where appropriate. Ensure these matters are closed within expected timelines, meeting all appropriate deadlines. Validate the daily PnL and market risk production on Global Markets ("MARK") business on daily basis with daily and monthly business explanation for senior management. Challenge and validate the analysis and explanations provided by the team about market risk figures. Contribute to the preparation of monthly market risk committee with head of Risk Management division ("RISQ") and Head of MARK. Telecommuting is permitted up to 2 days per week. When not telecommuting, must report to 245 Park Ave, New York, NY. Salary: $193,003- $240,000 per year.
 MINIMUM REQUIREMENTS: Master’s Degree or U.S. equivalent in Finance, Financial Engineering, Engineering, Economics, or related field, plus 3 years of professional experience as a Financial Analyst, Quantitative Analyst, or any occupation/position/job title involving analysis of financial markets, financial products and market risks.
Must also have experience in the following: 3 years of professional experience analyzing risk metrics for capital market activities; 3 years of professional experience performing risk assessments focused on market risks; 3 years of professional experience performing Profit and Loss (P&amp;L) and risk analysis and computations; 3 years of professional experience working with financial traded products including Equities, Fixed Income, and Commodities; and 3 years of professional experience utilizing coding languages including VBA or Python.
Please email resume to: <a href="mailto:us-humn-recruitment@sgcib.com" target="_blank">us-humn-recruitment@sgcib.com</a>. Must specify Ad Code FRCK in the subject line.&nbsp; &nbsp;

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