Quantitative Developer

  • Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Zenith Search
  • 28 Jul 16

The Quantitative Developer will be a key member of wholesale model development and deployment team within the Model Research and Development. The successful candidate will help implement state of the art models in wholesale credit; explain the forecasted results to LOB and resolve issues based on business feedback in a timely fashion. He / She will communicate model related information such as risk, performance and results to senior management and business partners.

·                             Excellent programing background in Python (strong candidates in C++ will also be considered)

·                             Ph.D./Master degree in a quantitative field such as Computer Science, Engineering, Computational physics/biology, Mathematical finance, etc.

·                             Proficient in developing in Linux/Unix environment

·                             Focus on functional and numerical testing through the entire development cycle to produce reliable and maintainable software

·                             Experience in implementing and integrating financial models end-to-end

·                             Experience with large-scale Monte Carlo simulation and High Performance computing (multi-core, MPI, grid)

·                             Ability to work with large financial data, statistical data (especially time series)  analysis

·                             Proven ability to develop collaborative relationships with key internal partners to achieve objectives and prioritizations

·                             Good financial / Accounting knowledge a strong plus

·                             Professional experience a strong plus