Equity Derivatives Quant Developer - VP level Equity Derivatives Quant Developer - VP level …

Anson McCade
in New York, NY
Permanent, Full time
Last application, 01 Mar 21
perfomance based bonus
Anson McCade
in New York, NY
Permanent, Full time
Last application, 01 Mar 21
perfomance based bonus
Anson McCade
This is ideally for an Associate level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity Derivatives pricing and risk-management. C++ main language, Python after - modern C++ 11 and above ideally.

Equity Derivatives C++ (Quant) Developer - Assoc level

NYC based

The Equity Derivatives Quantitative Analysis team creates, implements and supports the models for the Equity Derivatives Division. As part of the front office, the team supports the trading business in all quantitative aspects.

This is ideally for an Associate level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity Derivatives pricing and risk-management.

Key Responsibilities:

You will report to the head of the Equity Derivatives Quant Development group. You will work on a variety of projects, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. Some projects may be focused on a specific piece of functionality required by the Traders, while others may be aimed at implementing a department-wide strategy. You will be exposed to a wide variety of mathematical and computer sciences problems ranging from implementation optimisation to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.

Qualifications and Competencies:

  • Degree in computer science or a mathematical subject (Maths/Physics/Engineering etc).
  • Strong background in computer science is required. Significant experience in key languages (C++, C#, Java, Python) is vital (C++ is ideal) and exposure to mathematical finance, derivative pricing models, and numerical techniques for derivative valuation (Monte Carlo Methods, PDE solvers…) is preferable.
  • Show keen interest in the financial markets.
  • Show keen interest in implementation of models and the architecture of model libraries.
  • Strong teamwork capability.
  • Ability to focus on major projects, and deliver promptly, whilst juggling the day to day requirements that come up.
  • Ability to communicate progress and importance of projects to non-technical clients of the Library.
  • Front Office development experience is advantageous, particularly those with Equity Derivatives experience.
Company Overview

About Us

Anson McCade is a specialist recruitment agency headquartered in London, with further offices in Belfast, Paris & Sydney. Operating internationally, we provide high-end, niche executive search and recruitment services within our chosen markets on a contingency or search basis.  Founded at the turn of the millennium, for 20 years and counting we have specialised in connecting the most sought after talent with our industry leading clients across the IT and Capital Markets sectors. Within these sectors we work across four main verticals; quantitative research trading & risk, digital & analytics, information technology & security, and business change, transformation & strategy.

In an ever changing business and technological landscape, the need for exceptional, agile talent is crucial to almost every organisation’s success over the long term. We target the highest calibre, most relevant individuals possible for each mandate we undertake, achieving this through a consultative, research focused approach to networking, this in addition to access to a substantial range of resources, both in-house and on-line. Our consistent success in doing so over the years has resulted in an impressive portfolio of high-end, blue chip and boutique clients, many of whom we have worked with continuously as a premier recruitment partner for over a decade.

Anson McCade has been recognised as being instrumental in the growth of some of the world’s leading organisations and most innovative start-ups. Our consultants are industry experts who understand the challenges that many organisations face in today’s frenetic and unpredictable technical and business climate, as well as the diversity, skills matrix variance and mix of ambitions and expectations of the candidates we work with.

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