Location: United States (New York – New York) Type: Permanent
Our client are looking for an experienced Quantitative Developer to join the New York part of the team. This team is responsible for delivering the groups commitments to their initiative.
This is a Global Markets-wide project to re-engineer the systems that use the Quant libraries to compute risk, PAA, xVA, perform stress testing, etc., by building on top of a standardised set of asset-class agnostic interfaces to the Quant libraries. They are responsible for defining and implementing the standard interface.
It is a core part of the firm's strategic commitment to improve risk and controls within Global Markets.
The role involves:
Experience of Quant library development is essential. As this role is cross-asset, Quant Dev experience across more than one asset-class would be beneficial.
You must have a strong software development skill set. You must be technically proficient in at least C++ and Python. Knowledge of other programming languages (e.g. Java or C#) would be useful.
You will be interacting with a diverse set of people over a wide range of disciplines; excellent communication and collaboration skills are essential.
Your CV will be sent to the selected department. At no time will your CV be sent outside of Anson McCade without your authorisation.