Senior Quantitative Developer

New York City, NY - USA

Monthly Salary: Not Disclosed

Posted on: 30+ days ago

Vacancies: 1 Vacancy

Job Summary

Designation: Senior Quantitative Developer
Experience: 10 12 Years
Location: New York

Required Skills

Strong expertise in Java and Python.
Experience with RDBMS and NoSQL databases.
Ability to maintain improve and build best-in-class index/benchmark construction models (e.g. optimization target exposure).
Experience in analytics such as turnover volatility Sharpe ratio.

Key Responsibilities

Support improve and build out Yield Books quantitative index/benchmark construction models and analytics.
Implement end-to-end production workflows for:
- Bond indexes
- Currency benchmarks
- Interest rate benchmarks
- Commodities indexes
- Digital assets indexes
Manage a team of 5 developers.
Lead development efforts for index/benchmark models and analytics.
Propose innovative solutions leveraging cutting-edge technology (e.g. Generative AI) Commit to improving existing implementations and learning the cloud platform to lead data processing and model development.
Build and maintain strong relationships with internal stakeholders (developers data teams research client services product management).
Work closely with product delivery to align quantitative delivery priorities and timelines with business and client expectations

Candidate Profile / Key Skills

10 years of proven track record in quantitative development.
Strong quantitative skills in mathematics and numerical analysis.
Advanced technical degree (Computer Science Engineering Statistics Physics Mathematics) preferred.
Strong working knowledge of Java and Python.
Familiarity with the fixed income market preferred.
Prior experience in model and data integration in large-scale commercial applications.
Excellent communication skills ability to articulate complex ideas concisely.
High attention to detail ability to work in a fast-paced environment.

Designation: Senior Quantitative Developer Experience: 10 12 Years Location: New York Required Skills Strong expertise in Java and Python. Experience with RDBMS and NoSQL databases. Ability to maintain improve and build best-in-class index/benchmark construction models (e.g. optimization target...