Location: United States Type: Permanent Start date: 14/06/2017
Equity Derivatives Quant Developer – VP/assoc level
My client are looking for a VP/Associate level Quantitative Developer to join the Quantitative Development group and work on the analytics libraries used for Equity and Multi-Asset pricing and risk-management.
The team creates, implements and supports the models for the Equities Division. As part of the front office, the team supports the trading business in all quantitative aspects.
You will report to the head of the Equity Quant Development group. You will work on projects as part of a strategic upgrade of the modelling and risk infrastructure, designing and implementing code in C++ into the Equity Quant library to meet business and technical requirements. You will be exposed to a wide variety of mathematical and computer sciences problems ranging from hardware acceleration to interface design. You will be fully integrated into the front office Quant team and will work in close collaboration with the Traders, Structurers and members of Technology.
Reference: AMC/JME. To apply for this vacancy: email John Meadowcroft