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Equity Derivatives Quant Developer, Large Hedge Fund, (VP), NYC

Millar Associates
États-Unis, New York
Mise en ligne il y a 6 jours Flexible CDI Total circa $300k + Benefits
C
Mise en ligne par
Craig Millar
Recruiter
This leading Macro Hedge Fund has over 300 staff and offices in London, Hong Kong, and New York. Their platform covers Equity, FX, Rates, Credit, Commodity & Crypto products and they provide live risk and P&L, pre-trade pricing and scenario analysis. The development group is around 30 C# developers, organised into feature teams, with each containing a mix of front and back-end skills. We are looking to grow the group to keep up with our growing business. For a talented C# Quant Developer, this is an amazing opportunity to join a rapidly growing business with a strong track record.

C#, Derivatives, AWS Amazon Infrastructure

ESSENTIAL SKILLS:

  • 3-7 years’ of experience developing applications in C# with good knowledge of coding fundamentals with AWS experience a strong plus
  • Knowledge of the standard pricing models with a good understanding of derivatives in at least one asset class
  • Great communication skills and the able to explain complicated concepts with ease & confidence
  • Masters in a technical discipline
Référence  EDQD-0404
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