Looking for a quant developer. This person would be working with the quant researchers and needs Java, VB, and matlab skills. They would support models/applications developed by the quant researchers in VB/Excel/Matlab and eventually work with other developers to integrate these tools into our core technology infrastructure built in Java.
Position Description:
Quantitative Developer role provides technology development to support the firms quantitative and analytics infrastructure. This infrastructure is used as part of the risk assessment, investment, and performance measurement processes. The Quantitative Developer role will report to the Vice President - Quantitative & Analytics Technology and work closely with the Quantitative Research and Risk Management functions.
Responsibilities
• Develop calculation engines, quantitative models, toolsets, and technology infrastructure to support the Quantitative Research and Risk Management decision-making process
• Support quantitative models built in VB/EXCEL/Matlab by quant researchers and integrate modeling tools into the firms core technology infrastructure
Desired Skills
• Expertise in Java
• Experience working with VB and Matlab
• Experience writing SQL against large databases
• Strong math background
• Strong ability to effectively communicate quantitative topics and concepts
• Understanding of fixed income, equity & derivative instruments
• Self-starter with ability to understand and solve complex problems and then develop appropriate technology solutions
Education/Experience
• Computer science/mathematics/finance related education
• 5+ years of experience developing in Java/SQL
• 2+ years of experience in the financial industry with a primary focus on financial technology
