C++ Developer C++ Developer …

Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 22 Nov 21
performance related bonus
Anson McCade
in Manhattan, NY, United States
Permanent, Full time
Last application, 22 Nov 21
performance related bonus
Really interesting opportunity for an experienced quant developer to join a growing team focusing on re-engineering the systems that use quant libraries to compute risk, PAA, xva, perform stress testing etc.

C++ Developer

NY based

Our client are looking for an experienced Quantitative Developer to join the New York part of the team. This team is responsible for delivering the groups commitments to their initiative.

This is a Global Markets-wide project to re-engineer the systems that use the Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries. They are responsible for defining and implementing the standard interface.

It is a core part of the firm's strategic commitment to improve risk and controls within Global Markets.

The role involves:

  • working in collaboration with the Quant teams and IT partners in Front-Office and Risk Technology to define new asset-class agnostic interfaces for interacting with the Quant libraries;
  • refining existing interfaces as requirements evolve;
  • enhancing the existing implementation by fixing bugs and improving performance;
  • increasing their test coverage;
  • improving their documentation;
  • helping the Quant teams complete and test their implementations of existing and new interfaces;
  • advising IT teams on how to use the interfaces effectively to help them build systems on top of it.

Experience of Quant library development is essential. As this role is cross-asset, Quant Dev experience across more than one asset-class would be beneficial.

You must have a strong software development skill set. You must be technically proficient in at least C++ and Python. Knowledge of other programming languages (e.g. Java or C#) would be useful.

You will be interacting with a diverse set of people over a wide range of disciplines; excellent communication and collaboration skills are essential.

Qualifications:

  • 3-5 years of experience in a comparable Quantitative Developer role including knowledge of Quant library design in at least one asset-class
  • Must have technical/programming skills: C++, Python, and knowledge of software design best practices
  • Consistently demonstrates clear and concise written and verbal communication skills

Education:

  • Bachelor's/University degree, Master's degree in a numerate subject preferred
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