Our client is searching for an experienced Quantitative Developer to join their team in New York.
- Build core pricing and risk analytics for trading of convertible bond investment strategy
- The candidate will primarily be working with the Quantitative Research team to develop models and analytics for various asset classes within the Converts business.
- Drive and manage projects to integrate with firm-wide asset pricing and risk platforms
Additional responsibilities may include:
- Acquiring and managing datasets for use in new or existing models.
- Programming experience in C++, Python on Linux
- Knowledge of NumPy, SciPy.
- Commitment to excellence and a strong attention to detail
- Highly motivated with a desire to work in a hands-on collaborative environment
Nice to have:
- Product knowledge of any or all of the following: Converts, CDS, Bonds, Equities, Interest Rate Swaps and Bond ETF.
- Solid mathematical foundation, with a demonstrable interest in financial topics and a clear desire and motivation to learn more
- Technical education should include an Undergraduate or Advanced Science, Technology, Engineering or Mathematics (STEM) Degree
If you would like to be considered for the position of Quantitative Developer or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
Email: email@example.com or call London (0207 604 4444,) New York (212 400 4845) or Chicago (312 204 7216) to speak to a member of our team. Thank you