Quant Developer job vacancy

Vacancy expired!

Job Title: Quant Developer Consultant

Location: Chicago, IL / NYC, NY

Prefers candidate to be in New York or Chicago but willing to consider a remote candidate as well

Job Description:

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.

Principle Responsibilities:

Position Requirements:

Education & Experience: Master's degree, with 4-5 year of full-time developer experience.
Field of Degree: Computer Science/Engineering or related field.

Required Skills:

Strong with
OO concepts.
Strong
C/Java development experience (around 5+ years)
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.