The Ashlar Group
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Job Title: Quantitative Developer- Python & C++
Location: New York, NY
Duration: 12 Months Contract
Job Description:
The candidate needs to be super programming proficient, knowing python and C++, can handle difficult programming or even system design questions
This role is focused on the Quant Development (QD) side of the In Business Risk Quant team.
In addition to providing technical support, the QDs in this team focus on tools, library architecture, testing and releases as well as development work.
Many of the tools and framework development will be shared by other asset classes so a collaborative focus is essential.
The business is subject to increasingly strict demands from regulators, in particular with respect to model testing.
Investment is necessary to support these new regulatory requirements and Client's strategic initiative to unify tools and processes across every asset class.
Providing technical and design support for Quants, and supporting clients of the library are also important part of the role.
Responsibilities:
Develop analytics libraries used for pricing and risk-management on Windows and Linux
Testing and reporting framework development including tools
Library re-architecting including analytical code
Library extensions and enhancements as dictated by the trading desks
Collaborate closely with Quantitative Analysts, Traders, Structurers, and technology professionals
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
Qualifications:
6+ years Experience in a comparable quantitative development or technology role
Must have technical/programming skills; Python; and Software design and principles
Desired: TypeScript, Product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills
Education:
Bachelors/University degree or equivalent experience
This job description provides a high-level review of the types of work performed.
Other job-related duties may be assigned as required.
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Seniority level
Mid-Senior level Employment type
Employment type
Contract Job function
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Analyst, Information Technology, and Management Industries
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