Senior Pricing Quant Developer

  • $150k - 200k per year + Bonus
  • New York, NY, États-Unis
  • CDI, Plein-temps
  • GQR Global Markets
  • 25 août 17

A leading Investment Bank in New York is proactively looking to recruit a front office quant developer. Those successful, will be developing & designing the multi asset pricing library, optimising the code in C++ and facing off to the business.

A leading Investment Bank in New York is proactively looking to recruit a front office quant developer. Those successful, will be developing & designing the multi asset pricing library, optimising the code in C++ and facing off to the business.

Location: New York 

Role:

  • Development and design of C++ Multi Asset Pricing Library 
  • Work on Library Infrastucture 
  • Understanding of financial models 
  • Enhancing the C++ or C# pricing libraries
  • Working entirely in the Front Office alongside quant’s & trade specialist
  • Suggest new and improved processes for the business 

Requirements: 

  • Strong object orientated programming in C++ or C#
  • Demonstrable interest in financial modelling
  • Knowledge in stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
  • Excellent communication skills
  • Management responsibilities