Senior Quant Developer
Qualified candidates, please attach resume when applying.
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.
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