- Greenwich, CT, USA
- Permanent, Full time
- Hudson Placement Group
- 01 Feb 18 2018-02-01
Prestigious fund of funds in lovely Connecticut location has an opening for a quantitative developer
The risk management group of this highly successful fund has an opening for a quantitative developer.
The incumbent will be responsible for the statistics-based modules of the quantitative systems.
Candidates should have a PhD in math, statistics, or financial Engineering and have solid C++ and C# development skills.
The position requires a very strong work ethic as the successful candidate will be responsible for the quality of the existing system output, as well as forging ahead with new development projects. In return, compensation for the successful candidate should grow rapidly.
Candidate requirements include:
Some degree/certifications in Financial Engineering, or solid and broad experience of model development for various derivative securities
- Probability and Statistics, Stochastic processes, and experience applying in finance
- Stochastic PDE, Numerical Integration, Monte Carlo
- Linear Algebra, Multi-Variate Analysis
- Development experience in Windows using MS Visual Studio, C++ and C#
- Skills coding complex queries/sp in SQL
- Technical writing skills (Math and Software Development)
- Some degree in Computer Science
- Numerix API, Kynex API, Intex Wrapper API, Bloomberg API
- MATLAB, Python