C++ Quantitative Developer Analyst
A globally leading commodities trading firm is presently looking for bright recent graduates at both the Masters and PhD level. This firm currently serves millions across the nation, thus having the largest portfolio in its trade. They are presently looking for someone to join their Quantitative Analytics group, where you will join a dynamic environment to identify risk factors, as well as developing and executing approaches for pricing and risk analysis of transactions.
Responsibilities:
- Develop and implement derivative pricing methods
- Structure and price risk management solutions for swaps and options
- Interact with Front Office Traders and Portfolio Managers to develop hedging strategies
- Develop and optimize stochastic models
- Use the latest technologies to enhance trade systems
Qualifications:
- Masters or PhD in Financial Engineering (Preferred), Research, Mathematics, Physics, Computational Finance, Engineering
- Proficiency in C/C++, Python, Matlab, or Fortran
- Exceptional communication
- Experience in Finance or Stochastic Calculus
This opportunity serves as a great foundation for further growth as you will be working with top engineers and some of the most sophisticated technologies available in the market at this time. The compensation is highly competitive and you will be joining one of the quickest expanding commodities. If you are interested, please submit your application to usatech[at]selbyjennings.com or call at 212.209.7310.
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