Quant/Quantitative Developer (office & remote/home)

  • salary+bonus
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • Non-disclosed
  • 20 juin 18 2018-06-20

Mid/senior level Quant/Quant Developer sought for Manhattan based firm Work at office AND home!

We are looking for 'programming quant' or 'quantitative programmer' with advanced education and 3+ years of financial industry experience, preferably on or supporting Equities/Options trading desk.

Specific initial tasks:

  • Write Python functions leveraging Quantlib or other options pricing libraries to perform basic option valuation, greek calculations, p&l calculations, risk metrics, transaction cost analysis, etc that can plug into overall architecture 
  • Help establish appropriate unit testing/error checking and implement solution
  • Evaluate different platform options including open source libraries like QuantLib and help make key architectural decisions
  • Work closely with founders (both derivatives traders/trading managers by background) to whiteboard product needs, translate into specs, and code actual functions 

Requirements:

  • Prior experience (at least 2 years) with options and equities
  • Intermediate+ level in Python, knowing numpy, scipy, pandas (Quantlib experience is a major plus); preferably strong C++ background
  • Some level of SQL proficiency
  • Linux intermediate user skills level; bash scripting a plus

This well-financed firm offers an exciting opportunity to work with founders (senior derivatives traders/portfolio managers) and CTO in the startup environment, help build  technically complex systems and modules; firm offers competitive pay, flexible hours.

Contact: LenG@dtg-usa.com for confidential consideration