Quantitative Developer/Manager - Portfolio Analytics

  • Competitive
  • New York, NY, États-Unis New York NY US
  • CDI, Plein-temps
  • Analytic Recruiting Inc.
  • 20 juil. 18 2018-07-20

Global Investment Management firm in New York seeks an experienced hands-on front office C++ Quantitative Developer to manage a team building portfolio risk and analytics models.

Responsibilities:

  • Manage a team that is building Monte Carlo simulation engines used for pricing and risk forecasting across all of the firm’s investment products (Structured Products, Derivatives, Swaps, Options, FX, Commodities and Equity).
  • Manage a global team in multiple locations
  • Design and project manage the delivery of critical pricing and risk software
  • Provide technical guidance and support to junior team members

Requirements:

  • Must have an advanced degree preferably in Computer Science, Physics or Math
  • Must have 7+ years of proven high-performance C++ technical coding working with financial models
  • Must have experience working on estimation and statistical analysis models
  • Must have proven technical and managerial experience
  • Must have experience designing, building and implementing Monte Carlo simulation engines used for pricing and risk models across all asset categories
  • Must have programming experience on Graphic Processing Units (GPU) to construct and improve existing simulation and forecasting models
  • Must have strong communication skills and the ability to explain complex models and results to a non-technical audience.
  • Must have strong project management and people management skills.
  • Only Candidates who have both the technical and the managerial experience should apply

Keywords: C++ Developer, Quantitative Developer, Technical Manager, GPU, Monte Carlo Simulation, Forecasting Models, Investment Analytics

Please refer to Job 23159 - and send MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com