C++ Quant Developer for Elite Global Wealth Management Team in NYC (200-300 K )
An Elite Investment Bank in NYC is seeking strong C++ Quant developers to join their highly successful Global Wealth Management Team. You will work alongside the Strat s and Modelling teams who cover a wide range of financial products and functionalities, such as conforming and non-conforming mortgage prepayments and default modeling, interest rate modeling, and implementation.
The C++ based system will collaborate with the banking business on risk analysis, risk reporting and value-added strategies. You will build product valuation models as well as risk and valuation tools which are used b y numerous other teams to understand risk and better identify market opportunities. It s a unique opportunity for a developer to sit alongside some of the world s elite modelers/strategists and learn the business while still building cutting-edge technology :)
The team is aggressively trying to hire and understands that top talent is hard to come by, so they have created a unique interview process. Once the team reviews your resume, if you live in the greater NYC area and the work you re doing is a match for the role , they will bring you straight onsite for an in-person interview. If the day goes well, the team will extend an offer straight away! :)
Ph.D. or MS in CS from a Top University
Strong experience in production level C++ code on either UNIX or Linux
Financial Knowledge preferable in the Fixed Income / Mortgages space.
Strong communication skills and a team player (We all work together including Strat s/modelers and developers)