Derivatives Quantitative Developer (C++, C#, Python)Green-Field Derivative Pricing System recruitment
This is an amazing opportunity to join a dynamic, collaborative and cutting edge global institution, currently investing a huge amount of budget in building a green field derivative structuring and pricing system for banks, hedge funds and other financial corporations. You will join a team of highly experienced and respected technologists and quantitative analysts, taking a lead role in building the advanced framework for calculators, pricing and analytics. You will work closely with senior business managers to establish requirements and use your extensive experience in both software development and mathematics. You will be extremely hands on, designing and developing the system using a range of technologies (including C++, C# and python) and you will require the ability to quick learn and apply new and innovative technologies.
The ideal candidate for Senior Derivatives Quantitative Developer (C++, C#, Python)– New York will require the following skill set;
• C++
• Unix/Linux
• C#/Python a plus
• Strong quantitative background
• Derivatives Experience (ideally FX Options, IR Swaps, Structure Products, Equity Derivatives..)
• Experience designing and developing large scale systems
• Great communication skills
Responsibilities for Senior Derivatives Quantitative Developer (C++, C#, Python)
• Take a lead 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
• Learn new technologies
• Understand and learn a wide range of financial derivatives
This is a great opportunity for a senior 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. 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.