C# Quantitative Developer Analyst
Market $$$ - Per Year F/T Employee
A Full-time position at primary business is to manage client and proprietary capital through global macro hedge fund strategies. Assets are managed via a broad mandate to trade in a variety of global markets and instruments.
Pay Options: F/T Employee.
Contact Jason Vu. call (646)876-9536 / (212)616-4800 ext.290 or email firstname.lastname@example.org with the Job Code JV32338 or Click the Apply Now button ().
Skills required for the position: QUANTITATIVE, ANALYTICS, C#, SQL.
Detailed Info: :
The Quantitative Analytics team (QA), a sub team within the Trade Flow, Analytics and Valuations Group is seeking a Quantitative Analyst with 4+ years' experience. The successful candidate will have previous Quantitative Analytics experience within a front office trading environment and ideally will have had exposure to multiple asset classes.
Refactor the firm's pricing models and analytics library architecture
Build out End of Day snapping and reveal process
Help maintain / refactor existing End of Day risk batch processes
Day to day Trader spreadsheet and PM support, focused on pricing and risk bugs
Helping to build out alpha generation tools for the trading staff (future requirement)
Bachelor's degree in a quantitative subject (e.g. engineering, hard science, mathematics, computer science)
4+ years' experience in the industry, ideally in a front office facing role
C# (pre -requisite)
Python (highly beneficial)
Excel/VBA (highly beneficial)
Experience with ALIB or Fincad (highly beneficial)
General familiarity with databases with the ability to write queries
General knowledge of the basics of mathematical finance (i.e. understands how to use basic options pricing formulas and understands what different risk numbers mean)
Knowledge of multiple asset classes would be highly beneficial
The position offers competitive compensation package.
Job Id: 32338