Quantitative Developer (Derivatives/C#) Quantitative Developer (Derivatives/C#) …

Non-disclosed
in New York, NY
Permanent, Full time
Last application, 17 Sep 21
very competitive compensation package
Non-disclosed
in New York, NY
Permanent, Full time
Last application, 17 Sep 21
very competitive compensation package
Front office risk team seeks hands-on quant developer

Risk Analytics team involved in building infrastructure as well as associated modelling/analytics, pricing, Var, etc. modules is expanding and needs asap strong financial systems developer.  

In this role you will work closely with both Quantitative Analysis and IT teams to help build an in-house risk and pricing platform that will meet the needs as the

Equity Derivatives division scales up to new product offerings and increased volumes.

Work closely with quants and technologists on implementing and integrating analytics and tools to facilitate risk and capital calculations for both Front Office and Regulatory uses.

Work on state of the art derivatives pricing library and architecture to deliver risk across various asset classes.

Liaise with Front Office and Risk Teams to ensure quality and alignment of deliverables

Establish strong working relationships across business and functional units and platforms to build influence and impact with key business partners.

Skills and Experience Requirements:

• 3 + years of  C#/.Net development epxperience

• BS degree in computational science

• Experience in working with large amounts of data

• Experience in financial industry, preferably front office systems

• Understanding/exposure to derivatives products

• Strong interpersonal skills.

• Experience in Risk Systems and / or Pricing Model Integration a strong plus

• Experience in Kubernetes and Distributed Systems a plus

• Experience in messaging protocols a plus

More Jobs Like This
See more jobs
Close
Loading...