Our client is searching for an experienced Quantitative Developer to work in their New York office. The successful candidate will be primarily involved with development of real time trading and risk management systems for proprietary trading in global fixed income.
Responsibilities:
- Portfolio Risk and Stress scenarios for rates trading
- Development of global market monitoring and trading tools in liquid fixed income
- Historical and model based analysis & ranking of trade ideas in liquid fixed income
- Proficiency / experience in programming and problem solving in compiled languages (C++ for Windows and/or Linux)
- Experience working in a Windows and/or Linux development environments (experience with both is preferred)
- Solid scripting experience (Python preferred but acceptable scripting experience may include Perl, Ruby, Small Talk, etc)
Requirements:
- Technical education should include an undergraduate and/or advanced computer science, electrical engineering or other relevant applied science with an emphasis in finance, mathematics, or physics
- Proven track record in software design and development
- Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
