Quantitative Developer/Manager - Portfolio Analytics
- New York, NY, USA New York NY US
- Permanent, Full time
- Analytic Recruiting Inc.
- 20 Jul 18 2018-07-20
Global Investment Management firm in New York seeks an experienced hands-on front office C++ Quantitative Developer to manage a team building portfolio risk and analytics models.
- Manage a team that is building Monte Carlo simulation engines used for pricing and risk forecasting across all of the firm’s investment products (Structured Products, Derivatives, Swaps, Options, FX, Commodities and Equity).
- Manage a global team in multiple locations
- Design and project manage the delivery of critical pricing and risk software
- Provide technical guidance and support to junior team members
- Must have an advanced degree preferably in Computer Science, Physics or Math
- Must have 7+ years of proven high-performance C++ technical coding working with financial models
- Must have experience working on estimation and statistical analysis models
- Must have proven technical and managerial experience
- Must have experience designing, building and implementing Monte Carlo simulation engines used for pricing and risk models across all asset categories
- Must have programming experience on Graphic Processing Units (GPU) to construct and improve existing simulation and forecasting models
- Must have strong communication skills and the ability to explain complex models and results to a non-technical audience.
- Must have strong project management and people management skills.
- Only Candidates who have both the technical and the managerial experience should apply
Keywords: C++ Developer, Quantitative Developer, Technical Manager, GPU, Monte Carlo Simulation, Forecasting Models, Investment Analytics
Please refer to Job 23159 - and send MS Word attached resume to Jim Geiger, email@example.com