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Quant Developer

Posted on Dec 10, 2018 by Selby Jennings Technology

New York, NY
Information Technology
15 Nov 2018
Annual Salary
Full-Time

Quant Developer | Top Tier Bank

New York City, NY

Competitive Compensation and Benefits

We have just got off the phone with the Global Head of Quants at a top investment bank in NYC. They are looking to build out their front office team. The team is building out a greenfield quantitative analytics library mainly focused on building an XVA platform from scratch. In order to make these changes, the team is looking to hire top C++ and/or Python technologists ranging from junior to senior levels.

This is an opportunity to work with an innovative team with proven academic and professional accolades. The senior technology team works closely with new hires to ensure the success of the team. The team was formed 2 years ago and is home to agile group of talented technologists. The team is growing rapidly due to a pattern of strong previous successes.

Responsibilities:

  • Code in C++ and Python to develop the greenfield library

  • Establish the thought process throughout the cross-asset library development (i.e. exploring new technologies)

  • Liaise with the traders and interact directly with clients

Qualifications:

  • Undergraduate degree in Computer Science, Engineering or a quantitative discipline from a top university (Graduate degree preferred)

  • Minimum of 3+ years of professional experience with C++ or Python development

  • Financial experience ideal; knowledge of derivative products

  • Strong analytical, development, and modeling skills

  • Experience in any of the following would be beneficial: CVA, XVA, KVA, IA/MVA, FVA

If interested, please apply with a copy of your resume and we will be in touch ASAP

The Global Head of Quants at a top investment bank in NYC is looking to build out their front office team. The team is building out a greenfield quantitative analytics library mainly focused on building an XVA platform from scratch. In order to make these changes, the team is looking to hire top C++ and/or Python technologists ranging from junior to senior levels.

Reference: 597344301

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