C++/Python Derivatives (FX Options/Interest Rates Swaps) Quantitative Developer – NY recruitment
My client is a leading global financial institution, with a huge emphasis on cutting edge technology and innovation. As part of a business critical, global project, the firm is looking to build from scratch a green-field derivatives structuring and pricing system in New York. This system will be rolled out across FX Options, IR Swaps, Structured Products and Equity Derivatives and the team is lead by an extremely senior and well respected Quantitative Analyst in New York. The team is seeking a junior quantitative developer to take a key role in the design and development of the system. The ideal candidate will need a hybrid skill set, with expertise in both software engineering as well as mathematics. You will be extremely hands on, programming in a range of languages (largely C++, python, C#) and working closely alongside a team of quantitative analysts.
The ideal candidate for Junior C++/Python Derivatives (FX Options/Interest Rates Swaps) Quantitative Developer – New York will require the following skill set;
• C++
• C#/Python
• Strong quantitative background
• Experience of the full software development lifecycle
• Derivatives Experience
• Strong Academic Background – Ideally Computer Science/Phyics/Mathematics
• Great communication skills
Responsibilities for Junior C++/Python Derivatives (FX Options/Interest Rates Swaps) Quantitative Developer
• Take a key role in the design of a green-field derivatives pricing system
• Integrate portfolio warehouse
• Work in a team of software developers and quantitative analysts
• Communicate with business managers
• Report to the Head Quant in New York
• Learn new technologies
• Understand and learn a wide range of financial derivatives
This is a great opportunity for a junior developer/quantitative developer to take a key role in an exciting new project in a leading global firm. The role will give you a huge amount of quantitative exposure as well as the opportunity to learn a number of new and innovative technologies. The role is suited to a strong technologist (perhaps coming from a bank, hedge fund, software firm) looking to gain more finance and quantitative exposure. Compensation will be very competitive and you will join a dynamic, stimulating and collaborative environment. For much information please contact cplusplus@selbyjennings.com or call 212 231 8223.