Senior Quantitative Developer
Senior Quantitative Developer
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1 Vacancy
Job Description
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.
Employment Type
Full-time
