** MODEL DEVELOPER | NYC | Excellent C++ skills
This global brand name has a stronghold in the USA, with their North American headquarters in NYC. The team is looking to add someone on the junior end of the spectrum and train them up to be exceptional C++ modellers-model developers.
The team are looking for strong junior quant analysts or quantitative developers who have a few years of industry experience or alternatively they will look at exceptional PhDs who are keen to learn and add value in the quantitative teams.
The teams are open to looking at juniors who have experience in any asset class. This opportunity will give someone the opportunity to specialize in an asset class, but also gain exposure with other asset classes within the Quant team.
Candidate Profiles needed:
• PhD in quantitative subject - Maths, Physics, Engineering, Applied maths, theoretical Physics etc.
• PhDs from top schools - MIT, Harvard, Caltech, Georgia Tech, Princeton etc.
• Candidates are PhD graduates and have either post-doc work or internship experience will be sought after.
• Industry experience working in a quantitative role would be preferred.
• Strong maths background - this is very needed for this position. Excellent understanding of maths such as stoch. calculus, numerical methods,PDEs stoch. diffusion etc.
• Excellent C++ programming backgrounds are required.
• Communication skills are a must as this role is highly interactive.
• Candidates must be based in the USA be interested to work and live in New York.
• This institution is unable to sponsor visas at present, so candidates should either be US citizens, green card holders, have current H1Bs or OPTs that don?t require sponsorship for the next 1 year.
If you have the required skill set and are interested in an opportunity working at a top financial house in NYC, please apply into the quantexotic team (see the below link)
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