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VP C++ FO Quant Developer

this job appointment has expired

Location United States,

Remuneration Competitive

Employment type perm

Updated 03rd Oct 2017

Company Selby Jennings

Contact Melissa Cortes (NY)

Phone (646) 759-5605

Email click here

VP C FO Quant Developer | Investment Bank | New York, NY

After a successful few quarters this year the Equities Head of Quants at an investment bank has just gotten approvals to build out his Equity Development Team. As a result, he is looking to bring on board a strong quant developer to focus on the expansion and maintenance of their Equity Derivatives C Model Library. As this position sits within the front office, you will be working alongside and interacting with the FO Quant team, traders, structures, and Technology team on a regular basis.

Responsibilities of VP C FO Quant Developer| Investment Bank | New York, NY

  • Develop and maintain the bank's equity derivative C libraries (both exotic and vanilla)
  • Attend weekly meetings with group heads (technology, trading, quants) to discuss performance issues, equity market trends, technology issues etc.

Required Skills for VP C Quant Developer | Investment Bank | New York, NY

  • 6 years of programming experience in C and Python
  • 4 years building and expanding on front office quant libraries
  • Masters degree in Computer Science, Electrical Engineering etc.
  • Exposure to Mathematical finance, pricing models, and valuation techniques is preferred
  • Strong written and verbal communication skills

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