C# Quantitative Developer Analyst - job id 32338

Your Way To Work™

C# Quantitative Developer Analyst

Market $$$ - Per Year F/T Employee


How to Apply


George Konetsky


(646) 876-9562


(212) 616-4800 ext-180

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 jason@sans.com with the Job Code JV32338 or Click the Apply Now button ().

Location: Midtown.

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.

Development/Computing Environment:

Key Responsibilities:

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)

Experience Required:

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

Programming skills:

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