VP C++ FO Quant Developer
this job appointment has expired
Location United States,
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,
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