Quantitative Analytics Developer - FX
- New York, NY, USA
- Permanent, Full time
- NJF Search
- 20 Nov 17 2017-11-20
We are seeking an experienced quantitative risk analyst with strong software engineering skills to build the real-time multi asset risk & position/p&l management system.
The role will involve working directly with the portfolio management and financial engineering team and will focus on Multi Asset Risk & Position/P&L Management. The candidate will utilize C++ / Object-Oriented Analysis, Design and Programming to develop robust, flexible solutions and frameworks. Integration of both internal proprietary risk models as well as independent 3rd party risk lib/package plug ins.
We are looking for an experienced candidate to take responsibility for designing, development and deployment of new infrastructure components utilized for multi asset custom index creation and pricing; enhance and extend the risk computation analytics library utilized in portfolio construction & pre trade processes and facilitate communication and collaboration with Quantitative Research, Financial Engineering and peer technology teams.
- Solid understanding of Object-Oriented Analysis and Design fundamentals
- Solid understanding of Software Development Life Cycle steps
- 5 years’ experience in C++ in a Unix/Linux
- 5 years’ experience in multi-threaded/parallelization and real time programming w/ trading applications
- Strong written and verbal communication skills
- Solid skills in Perl, Python, SQL, scripting languages. SQL Server experience is a plus
- Knowledge of financial products and valuation methods is a plus, experience with risk & fx preferred
- Knowledge of Apache Kafka.