FO Derivatives Quant Developer | Hedge Fund
We are currently partnered with a top hedge fund in New York that is looking to hire a Quant Developer to bridge the gap across the firm's research, technology and PM teams. In this seat you will be working at the forefront of solving business critical quant & technology problems by building tools and analytics that will improve and systematize the funds profitability efforts. Although the firm trades a broad range of products in this specific seat you will be primarily supporting their interest rates, credit and/or equity derivatives businesses.
Requirements for FO Derivatives Quant Developer | Hedge Fund
- 5+ years of front office experience building tools and analytics for PM's and/or Traders.
- Deep product knowledge in one or more of the following products: interest rates, credit and/or equity derivatives.
- Expertise in Stochastic Calculus, Monte Carlo and PDE's.
- PhD and/or Masters in a quantitative discipline.
- Expertise in C++ programming and system design/architecture.
- Exceptional verbal and written communication skills.
- Extroverted and excitable personality.
For exceptionally strong candidates this client is open to having this person sit remotely 100% of the time.