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Advanced Quantitative Developer

Company:
Artech Information Systems
Location:
New York City, New York, United States
Posted:
December 06, 2018

Description:

The Asset and Wealth Management division of our Fortune 25 Financial Client is looking for an Advanced Quantitative Developer to work along a team of quant technologists who are already developing and deploying applications to the highest standards. This job requires deep knowledge of design, analytics, development, coding, testing and application programming along with below mentioned skills:

• A background in quantitative trading/risk management/model validation with Derivatives experience (pricing models, risk management models)

• Volatility surfaces (building, maintaining and calibrating)

• Multi-asset experience (equity, fixed income and currency all good; commodities less useful)

• Fixed income experience on a security level Monte Carlo experience in various model frameworks Experience in Risk Factor base approach with correlation/stress testing etc.

• Experience with stochastic volatility and stochastic local volatility models might be useful Building-out derivatives capability from an operational point of view (data, systems, infrastructure, automation)

• MSC Financial Mathematics or equivalent

• CFA not required, but advantageous