Discover your dream Career
For Recruiters
Analytic Recruiting, Inc

Quantitative Developer

Analytic Recruiting Inc. West Palm Beach, United States
Posted 6 months ago Hybrid Permanent $350k - $400k

Financial Institution based in Florida (West Palm Beach area) seeks a Quantitative Developer to play a key role in building, optimizing and providing support for their cross-asset pricing models, and suite of trading, valuation, and risk management tools.

$350K - $400K Approximate total compensation (base and bonus)
Needs relocation for 3 days per week in office at location West Palm Beach, Florida

FOR NEXT STEPS, PLEASE SEND AN UPDATED RESUME: denis@analyticrecruiting.com

Duties & Responsibilities:

  • Build new and enhance current pricing and risk models for cross asset instruments and derivatives.
  • Participate in the full model development lifecycle including reference/timeseries data acquisition, system integration, testing, and release.
  • Design and build the next generation of real-time pricing, risk, and scenario analysis systems.
  • Conduct quantitative analysis of the current markets, trends and trading strategies.
  • Refactor and redesign existing code to improve performance and increase usefulness and maintainability.
  • Work on new user interface and back-end components for trading and risk management.
  • Support Rates trading desk?s live production systems and resolve issues as they arise.

Requirements:

  • MS degree in Computational Finance, Computer Science, Mathematics, Physics or closely related degree.
  • 7+ years experience in building financial models and tools in C#/C++/Java.
  • Knowledge of linear and non-linear products such as swaps, swaptions, Cap/Floor, contingent options, Digitals, Bonds, asset swaps, etc.
  • Results-driven, proactive team player with on-time delivery.
  • Strong trouble-shooting skills under time constraints.

Desirable Skills:

  • Experience with interest rate curve building and SABR volatility model
  • Experience with SQL, Python, and Excel/VBA
  • Experience with ORM tool, web service, and C# GUI
  • Experience with Machine Learning
ABOUT COMPANY
New York, United States
Information Technology
Since 1980 ANALYTIC has been a leader in staffing roles that require analytic talent. Our practice is nationwide and focuses on quantitative positions...
More Jobs From Analytic Recruiting Inc.
Analytic Recruiting Inc.
Python Developer
Analytic Recruiting Inc.
West Palm Beach, USA
5 months ago Full time Competitive Salary
Analytic Recruiting Inc.
Investment Research Director -Economist PhD-Washington, DC
Analytic Recruiting Inc.
Washington D.C., USA
26 days ago Full time $250k - $350k
Analytic Recruiting Inc.
High Grade Bond Research Analyst
Analytic Recruiting Inc.
New York, USA
3 days ago Full time $175k - $260k
Analytic Recruiting Inc.
Business Analyst - Investment Manager
Analytic Recruiting Inc.
Westport, USA
23 hours ago Full time $150k - $175k
Analytic Recruiting Inc.
Economist PhD Investment Market Research-Washington, DC
Analytic Recruiting Inc.
Washington D.C., USA
5 months ago Full time $175k - $250k
Analytic Recruiting Inc.
Treasury Funding Manager
Analytic Recruiting Inc.
Frisco, USA
4 months ago Full time Base up to $160K + bonus
Analytic Recruiting Inc.
Business Analyst Middle Office Applications - Investment Manager
Analytic Recruiting Inc.
Chicago, USA
6 months ago Full time $160k - $190k
Analytic Recruiting Inc.
Fixed Income Investment Performance and Reporting Analyst
Analytic Recruiting Inc.
New York, USA
8 months ago Full time $100k - $150k
Analytic Recruiting Inc.
Structured Fixed Income Trading Desk Operations Associate
Analytic Recruiting Inc.
New York, USA
8 months ago Full time $110k - $150k

Boost your career

Find thousands of job opportunities by signing up to eFinancialCareers today.
Recommended Jobs
DTG Capital Markets
Senior Quantitative Analyst (Equities/HF)
DTG Capital Markets
New York, United States
ParagonAlpha
Quant Developer - Macro Hedge Fund - Equities Pod
ParagonAlpha
New York, United States
Quantitative Software Engineer
New York, United States