26980-Quantitative Developer
New York, NY 10282 US
Job Description
Quant Developer / Object-Oriented Developer #JP26980
Location: Hybrid offsite. Open to NEW YORK, NY or CHICAGO, IL locations
Duration: 3-12 Months+
Description: and Principal Accountabilities:
The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for financial clearing initiatives. As a Quant Developer Consultant, you will work on implementing new features in the existing Quant Risk Library to support risk management analysis and developing tools for market index monitoring. You will also work on general codebase clean-up, refactoring, performance improvement, etc.
Principle Responsibilities:
? Implement CVOL index calculation in existing production library
? Integrate calculation library with UI for CVOL monitoring tool
Position Requirements:
? 4-5 year of full-time developer experience.
? Strong with OO concepts.
? Strong C++/Java development experience
? Ability to read and understand mathematical and algorithmic specifications.
? Knowledge and experience of UI development.
? Knowledge of design patterns and their implementation.
? Knowledge of relational database programming, and experience with SQL Server or Oracle.
? Delivery of high-quality code with unit tests and automated testing.
? Strong ability to learn existing application quickly.
? Ability to work independently.
Preferred skills:
? Solid verbal and written communication skills.
?Basic knowledge in financial derivatives products and algorithmic models for pricing and measuring market risks of derivatives is required.
Education:
- Any degree in Computer Science/Engineering, Financial Mathematics, Mathematics, Financial Engineering, Statistics, Physics, or a related discipline.
keywords:
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