Quant Developer (C)

29 Jul 2022
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Software Guidance & Assistance, Inc., (SGA), is searching for a Quant Developer for a Contract assignment with one of our premier Financial Services clients in New York, NY. This is a Hybrid position. The Quant Developer Consultant will be involved in the production Quant Risk Library codebase. He/She will work on implementing new features in the existing library to support risk management analysis and developing tools for market index monitoring. He/She will also work on general codebase clean-up, refactoring, performance improvement, etc. Responsibilities :

  • Implement CVOL index calculation in existing production library
  • Integrate calculation library with UI for CVOL monitoring tool
Required Skills:
  • Strong with OO concepts.
  • Strong Cdevelopment experience. Java is also preferred.
  • Basic knowledge in financial derivatives products and algorithmic models for pricing and measuring market risks of derivatives is required.
  • Ability to read and understand mathematical and algorithmic specifications.
  • Knowledge and experience of UI development.
  • Knowledge of design patterns and their implementation.
  • Knowledge of relational database programming, and experience with SQL Server or Oracle.
  • Delivery of high-quality code with unit tests and automated testing.
  • Strong ability to learn existing application quickly.
  • Ability to work independently.
  • Solid verbal and written communication skills.
  • Education & Experience: Master's degree, with 4-5 year of full-time developer experience.
    • Field of Degree: Computer Science/Engineering or related field.
SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at https://sgainc.com . EEO Employer: Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status.

  • ID: #44466507
  • State: Illinois Chicago 60601 Chicago USA
  • City: Chicago
  • Salary: USD TBD TBD
  • Job type: Contract
  • Showed: 2022-07-29
  • Deadline: 2022-09-26
  • Category: Et cetera
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