Quantitative Developer (AVP / VP)

New York, NY

Posted: 02/21/2019 Industry: IT Perm Job Number: 11896793

The Financial Engineering group is responsible for developing and supporting the front office pricing, risk management, and electronic trading platforms. The group consists of a small team of developers that deliver solutions through proprietary development and the integration of third party applications.

Main purpose of the role:
Quantitative developer focused on developing solutions and providing support for the interest rate derivatives trading desk. This is a dynamic role that will require an in-depth understanding of and contribution to multiple key platforms.
Key Responsibilities:

Develop and support front office pricing, risk management, and electronic trading platforms
Engage directly with front office to understand business requirements and communicate timelines
Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
Work closely and share knowledge with global quant team

Skills and Experience:

Bachelor's degree or higher in a scientific field such as Math, Physics, Engineering, or Computer Science
Minimum 2 years of experience working with interest rate derivatives
Strong knowledge of financial markets with emphasis on interest rate products
Advanced C#/Java development skills (C++ optional)
Moderate Excel/VBA development skills
Technical mind set with high attention to detail
Good written and verbal communication skills


Susan Abrams

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