Job Description

Job Title: Quantitative Developer- Python & C++

Location: New York, NY

Duration: 12 Months Contract

Job Description:

• The candidate needs to be super programming proficient, knowing python and C++, can handle difficult programming or even system design questions
• This role is focused on the Quant Development (QD) side of the In Business Risk Quant team.
• In addition to providing technical support, the QDs in this team focus on tools, library architecture, testing and releases as well as development work.
• Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.
• The business is subject to increasingly strict demands from regulators, in particular with respect to model testing.
• Investment is necessary to support these new regulatory requirements and Client's strategic initiative to unify tools and processes across every asset class.
• Providing technical and design support for Quants, and supporting clients of the library are also important part of the role.

Responsibilities:

• Develop analytics libraries used for pricing and risk-management on Windows and Linux
• Testing and reporting framework development including tools
• Library re-architecting including analytical code
• Library extensions and enhancements as dictated by the trading desks
• Collaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionals
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure

Qualifications:

• 6+ years Experience in a comparable quantitative development or technology role
• Must have technical/programming skills; Python; and Software design and principles
• Desired: TypeScript, Product knowledge, Investments and Quantitative Methods
• Consistently demonstrates clear and concise written and verbal communication skills

Education:

• Bachelor’s/University degree or equivalent experience
• This job description provides a high-level review of the types of work performed.
• Other job-related duties may be assigned as required.

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