Actuarial & Statistical Modelling Developer (Entry-Level)
Dunstan Consulting Group
Job description
About the role
We are seeking a motivated developer to join our quantitative risk‑management startup. The position is ideal for PhD candidates, final‑year students or recent graduates with a strong mathematical background who want to turn statistical models into production‑grade software.
Key responsibilities
- Improve and scale existing actuarial and statistical models into efficient backend services.
- Design, develop and maintain the core mathematical engine that powers our financial loss‑modelling applications.
- Implement high‑performance, reliable and secure APIs and backend components.
- Participate in architecture discussions and help refine the software development lifecycle.
- Stay informed about emerging technologies and industry trends to keep the platform cutting‑edge.
Required profile
- Degree in Mathematics, Actuarial Science, Quantitative Finance, Computer Science or a related discipline.
- Strong academic or practical foundation in algorithms, data structures and mathematical modelling.
- Interest in finance or risk management is a plus.
Required skills
- Proficiency in backend programming languages such as Python, R, C/C++ and Go.
- Experience with Python scientific libraries (e.g., scipy, numpy).
- Familiarity with version control (Git) and working in a DevOps‑oriented team.
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Dunstan Consulting Group