Quantitative Develop - job id 32832

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Quantitative Develop



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David Leak


(646) 690-5124


(646) 690-5124

A Contract position at large financial services conglomerate.

Pay Options: IC - Self Incorporated or w2.

Contact Scott Eliot. call (646)876-9552 / (212)616-4800 ext.360 or email scott@sans.com with the Job Code SE32832 or Click the Apply Now button (Sorry, NO 3rd Party (Subcontract) or 1099 for this position!).

Location: Tribeca 1, NYC.

Skills required for the position: QUANT, NOSQL, PYTHON.

Detailed Info: Supplier will be responsible for development tasks ,calculation engine and the retiring BAT calculation platform. The main focus for the supplier will be to provide work on the initial integration of BATLib into our preferred building / release methods and integration of BATLib with other IT systems. They will also work on rebuilding the QISBatch release process based on GIT and on other development tasks around its retirement.

Job Background/context:

? The team is expanding and tech requirements are increasing

? Platform development plus scalability is key

? A legacy calculation system is being phased out and being replaced by a BATlib calculation system and analytics library

? BATlib needs to be integrated in to Citi IT systems

Key Responsibilities:

? Integration of BATLib with Citi build procedures for both Linux and Windows

? Rebuilding automated QISBatch release procedure based on GIT

? Working with Citi IT on onboarding BATLib into Citi IT systems

? Reviewing BATLib codebase / code optimization

? Code / API documentation for BATLib


MS Visual Studio 2015 including props and targets for building

Linux RH6 knowledge


Bash, building on Redhat (RPM)

uDeploy/Artifactory (Jfrog)


Code documentation experience using Latex

Knowledge of building procedures in general

Unit testing in Python

Development/Computing Environment: Skills:

? Knowledge of SQL and NoSQL (particularly Couchbase) databases

? Strong Python knowledge

? A thorough, organized and detailed approach to work

? Excellent spoken and written English

? Excellent communication

? Team player


? A numerate background (minimum of a good BSc/BA)

? MS or Ph.D in a quantitative field such as Statistics, Computer Science, finance, financial engineering preferred


? Accuracy with a strong attention to detail

? Methodical approach and strong organizational capabilities

? Efficiency and speed in carrying out tasks

? Good interpersonal skills and proven team player

? Possess a positive attitude, drive and initiative.

The position offers competitive rate.

Job Id: 32832