Our client is a leading Asset management firm with offices in NYC, London and LA.
Analytics Platform and Delivery team is seeking a quantitative developer to support rates and derivatives business.
The candidate must possess programming prowess in C++ and fairly deep understanding of rates products including exotics.
This job is not in rates quant team but requires constant interactions with rates quants.
It includes integration of rates core libraries and adding exotic products in a distributed analytics platform.
Qualifications
1)a minimum bachelor degree in science or engineering with math and statistics background.
Graduation from a top school is preferred.
2)VP level with 3-6 years of working experience in top tier financial firms.
Directly working with fixed income trading and research is preferred.
At least 2-3 years of working experience in rates space.
3)Extensive programming skill in C++ (STL, boost, and design pattern).
This is a hands-on job in a productive environment.
Experience in Python would also help.
4)Strong attention to details and result driven with high standard.
Responsible for the whole development cycle and able to answer questions from quants and portfolio managers.
Highly competitive compensation package.
The role can sit in NYC or CA.
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