A global multi-strategy hedge fund seeks an experienced quantitative developer with strong python and C++ programming skills to contribute to the development, implementation and support of derivatives pricing and risk management analytics.
Responsibilities will include:
- Contribute to the development, implementation and maintenance of derivatives pricing and risk management analytics, libraries and infrastructure across asset classes.
- Develop tools and analytics in support of trading, risk management and middle office.Maintain and extend real time and EOD P&L and risk infrastructure
- Develop new and extend existing pricing models and calculators
- Develop new columns and reports for portfolios managers and risk managers
- Develop tools for middle office and application support to assist them with supporting daily valuation cycle
- Develop integration and unit tests for all new code
- Provide day-to-day operational support, including handling/mitigating critical severity issues
Qualified candidates will have:
- Demonstrated experience working as desk quant or in a valuation support capacity
- Advanced degree in computer science, financial engineering or a hard science
- Good understanding of fixed income derivatives, as well as other asset classes
- Strong command of object oriented design and development, using Python and C++ Experience working in a fast-paced environment
- Excellent communication skills
- Familiarity with python-based systems like Front Arena, Quartz, Athena would be helpful, but not required
Job Type: Full-time
Pay: From $175,000.00 per year
Compensation package:
Work Location: In person