Quantitative Developer (Greenwich CT)
Job Description
The quant development team sit on the desk, building and owning the pricing models, analytics frameworks, and end-user tooling that traders, analysts, and quants depend on day to day. As part of a significant effort to re-modernise the firm's derivatives and structured products platform, they are looking for a quant developer to take complex pricing theory and convert it into reliable, scalable production code - spanning payoffs, risk, PnL, curves, discounting, and simulations.
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Your Role:
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- Design and develop systems for conducting Commodities research and real-time alpha generation.
- Build bespoke frameworks for exploring, designing and deploying systematic strategies and signals.
- Increase research velocity and create back-testing and simulation frameworks which ensure seamless strategy implementation.
- Utilise machine learning algorithms for analysing vast alternative datasets.
- Build desktop tools for PnL estimates and position monitoring.
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Experience Required / About You:
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- Strong academic background with a Bachelors or Masters degree in Computer Science or related discipline(s).
- Commercial experience working collaboratively, building relevant systems and implementing strategies.
- Strong Python development skills.
- Superb analytical and quantitative skills; linking business problems with highly technical solutions.
- The ability to find innovative ways around convoluted mathematical and computer science problems.
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Further Context:
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- The firm has an excellent culture and is one of the most reputable in the industry, with a track record of delivering advanced custom tech and constant innovation.
- The company invests heavily in its people and their environment - it's a flat structure with scope for trajectory.
- This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please enquire for more details.
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