Quantitative Analyst, Developer
Salary: $130,000 - $150,000 base
Company Summary: One of the leading hedge funds in the Boston area is looking to expand. They have a flat organizational structure and pride themselves on collaboration. They trade a wide range of securities but are primarily focused on fixed income markets.
Key Responsibilities:
- Develop understanding of the firm's analytic library and related processes and applications. These include: database layout; C++ objects that represent market data, financial instruments and pricing models; overnight and intra-day processes which compute various analytics; and reports that present the results of these calculations to Portfolio Managers and other users.
- Work closely with other members of the team and with Trading Floor personnel to develop tools used in the firm's portfolio and risk management processes.
- Participate in daily monitoring of applications and processes which collect, store and monitor structured and unstructured financial market data from internal and external sources used in pricing the fund's portfolio.
Qualifications:
- MS in Computational Finance/Financial Mathematics/Financial Engineering
- 1+ years of quantitative finance experience. Familiarity with fixed income products across interest rate, credit, correlation and ABS space
- Solid knowledge of object-oriented concepts and C++; familiarity with Python, C#, SQL, Bloomberg, Postgres or SQL Server databases
- Intellectual curiosity and eagerness to learn
If you have an interest in this role, please contact Blake Bickett.
Phone: (617)-830-1572