VP Quantitative Developer Job Type:
Permanent Job Location:
New York New York Job Description:
Our client s Financial Engineering group who is responsible for developing and supporting the front office pricing, risk management, and electronic trading platforms is looking for a Quantitative Developer to join their team. The group is located in New York City and is a mid-size financial securities firm.
The group consists of a small team of developers that deliver solutions through proprietary development and the integration of third-party applications.
THE DAY TO DAY RESPONSIBILITIES:
The Quantitative Developer will be focused on developing solutions and providing support for The Interest Rate Derivatives trading desk. This is a dynamic role that will require an in-depth understanding of and contribution to multiple key platforms.
- Develop and support front office pricing, risk management, and electronic trading platforms
- Engage directly with front office to understand business requirements and communicate timelines
- Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
- Work closely and share knowledge with global quant team
THE SKILLS YOU NEED TO GET THE JOB:
- Bachelor s degree or higher in a scientific field such as Math, Physics, Engineering, or Computer Science
- Minimum 2 years of experience working with Interest Rate Derivatives
- Strong knowledge of financial markets with emphasis on interest rate products
- Advanced C#/Java development skills (C++ optional)
- Moderate Excel/VBA development skills
- Technical mind set with high attention to detail
- Good written and verbal communication skills
- Only candidates with at a minimum of one year of professional experience will be considered for this role and reviewed.
- We are only able to consider candidates who are eligible to work in the US independent of sponsorship for this role.