Quantitative Developer – New York

Jun 19, 2018

Location

New-York.

 

Context

The Quantitative Research team is tasked to maintain and build along with the Global Markets IT team, new architectures and solutions to streamline and harmonize the pricing, risk and P&L chain for different asset products (ex: interest rate, FX, credit flow, equities and derivatives)
This is an opportunity to work on re-engineering plans with ambitious targets and requires a significant number of experts to work together and deliver new platforms.

 

Your mission

  • Liaise with quantitative research to adapt Risk and P&L Explain calculation following model changes or to improve P&L Explain for existing models;
  • Increase coverage of the platform and help roll it out to users not yet on-boarded;
  • Participate in the development of the platform to ensure code base remains production level;
  • Generally, work in collaboration with Quant Research to ensure high level of availability of the platform;
  • Assist traders when they require expert inputs to help them understand their P&L and revenue drivers.

Is this project fitting for you?

 

Your competences:

  • Good knowledge of an asset class (fixed income or equity derivatives);
  • Prior experience in front office quantitative research is mandatory;
  • Strong mathematical experience (numeric analysis, algorithm, etc.);
  • Extensive experience with C# or Python;
  • Comfortable with large scale libraries and working with different profiles (quants, IT etc.);
  • Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.

Your key assets:

  • Good interpersonal skills given the numerous actors in this re-engineering project;
  • Able to work autonomously within the requirements of the project and the quant team;
  • A flexible, hands-on attitude and willingness to make things happen.

Join us!

Learn more about Quanteam

What is the job of Consultant Managers?

Being a Consultant Manager means having a dual role: to work on a project for one of our clients and participate actively in the consulting company development. Discover this job in the interview of François, Consultant Manager at Quanteam.

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