Senior Quantitative Developer
Senior Quantitative Developer
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Salary Not Disclosed
1 Vacancy
Job Description
We are seeking a talented and experienced Senior Quantitative Developer to join our team in Bridgeport United States. In this role you will be responsible for developing and implementing sophisticated quantitative models and algorithms to support our financial trading and risk management operations.
- Migrate existing analytics from C to Python
- Design develop and maintain complex quantitative models for pricing risk analysis and trading strategies
- Collaborate with traders risk managers and other stakeholders to understand business requirements and translate them into technical solutions
- Implement and optimize numerical algorithms for financial calculations and simulations
- Conduct research on new quantitative methodologies and stay uptodate with the latest developments in the field
- Perform code reviews and ensure highquality efficient and welldocumented code
- Troubleshoot and debug issues in existing models and systems
Qualifications :
- 5 years of experience in quantitative model development in a financial services environment
- Advanced degree (M.S. or Ph.D. in a quantitative field such as Mathematics Physics Computer Science or Financial Engineering
- Strong programming skills in Python and C
- Extensive experience with interest rate derivatives pricing models and risk management techniques
- Proficiency in curve building stochastic volatility models and other advanced financial modeling concepts
- Expertise in stochastic calculus numerical methods and optimization techniques
- Solid understanding of financial markets instruments and trading strategies
- Experience with version control systems (e.g. Git) and software development best practices
Additional Information :
Compensation $100/hour
Benefits:
- Extended health care
- Dental care
- Life insurance
Remote Work :
No
Employment Type :
Fulltime
Employment Type
Full-time
