• Permanent, Full time
  • Anson McCade
  • 2018-06-14
  • New York, NY, USA
  • Competitive
  • Full time

Quantitative Developer

This role is with a globally Top-10 ranked Hedge fund, who is currently at the technological forefront in their development of state of the art financial strategies and infrastructure. Since this fund is still in the early stages of its development, in joining now, you will have an opportunity to be a key employee and help build out the businesses infrastructure.

Quantitative Developer

New York Based

 

 

This role is with a globally Top-10 ranked Hedge fund, who is currently at the technological forefront in their development of state of the art financial strategies and infrastructure. Since this fund is still in the early stages of its development, in joining now, you will have an opportunity to be a key employee and help build out the businesses infrastructure. This also means there is a great opportunity for growth in terms of both your career progression and equity ownership within the company. Similarly, you will also have the chance to work with, and learn from, some of the leading developers within the industry - in a highly collaborative environment, as well as to provide your input on a number of well-established and newly incepted Greenfield projects.

 

Core Responsibilities:

 

  • Sitting within a Front-office role and liaising with the various quantitative teams
  • Build our support for the securitised products platform, in the form of; market representations, security and collateral representations, pricing models, risk reporting, securitization tools, etc.
  • Aiding in the securitization process of interest rates and prepayment models for agency RMBS
  • Providing ideas, and feedback to team members, to aid in further developing the platform
  • Working collaboratively as part of a team

 

 

Required skills and experience:

 

  • Candidates should have experience with Securitised products, for example;  MBS, ABS, and CLO markets, including the securitization process and details of interest rate curve and prepayment models for agency RMBS
  • An advanced degree in a quantitative subject such as Engineering, Software Engineering, Computer Science, Applied Mathematics, Physics
  • Strong communication skills: the ability to communicate effectively in both written and verbal English
  • Candidates should have experience of Intex
  • Should be comfortable with standard data algorithms and structures

 

 

Desirable skills and experience:

 

  • Experience in using Python and  C++
  • Prior experience in a client-facing role
  • Experience in a previous Quantitative developer role within tier 1 Banks, Hedge funds or Fintech’s
  • Experience working in a collaborative environment
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