Senior Quant Developer

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Job Identification Number: 50

Location: New York, NY

Job Type: Direct Hire

Job Category: Financial Services

Qualified candidates, please attach resume when applying.

Overview

Top global investment manager seeks a Senior Quant Developer in their NYC office. Looking for someone very hands on and has broad exposure to different asset classes. The ideal candidate will have strong C++/buildings pricing models or strong C++/building statistical time series and estimation models.

Primary Responsibilities:

The successful candidate will lead a small team with the goal of building a new and exciting product which complements existing analytical tool set.  This person will write performant code for simulating a variety of asset classes. You will work on developing mathematical models for forward simulation of financial quantities both in P and Q measure.

 

Qualifications and Requirements:

  • Advanced degree in Computer Science, Math, Physics, or similar quantitative field
  • 7+ years of professional C++ development experience
  • Preferred experience in finance involving high-performance Monte Carlo simulation)
  • Experience managing a team of talented diverse individuals preferred but not mandatory
  • High comfort level around complex mathematical models.
  • Ability to communicate ideas clearly in both technical and non-technical settings