Quant/Quantitative Developer (office & remote/home)
- New York, NY, États-Unis New York NY US
- CDI, Plein-temps
- 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
- 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