Quantitative Developer - New York, United States - Health

Health

Verified Company

New York, United States

1 week ago

Posted by:

Mark Lane

beBee recruiter

Description

Quantitative Developer

Hybrid 2-3 days in office in New York City/Manhattan, NY

FTE

Perm/Direct Hire working Hybrid 2-3 days in office in New York City/Manhattan, NY

Excellent salary, bonus and benefits

RESPONSIBILITIES
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Developing re-usable and performant C++ libraries for macro instrument analytics (FX, Rates, Credit), to be used for research, back-testing, and live trading:

Integrating the analytics libraries into the wider Python research infrastructure to allow trading teams across Cubist to use it in their research and trading processes:

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Working with Cubist Data Services to source market data to fuel real-time and historical analytics:

Reconciliation of calculations against benchmark sources

REQUIREMENTS
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4+ years of professional software engineering experience in a collaborative environment:

Bachelor's degree or higher in computer science or other quantitative discipline:

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Experience in object-oriented programming, design patterns, and data structures:

Experience with software delivery lifecycle and writing production-quality code:

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Familiarity with instrument pricing and risk software patterns:

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Strong C++ development:

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Strong Python development:

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Experience in Rates and/or Credit products (e.g.

, bonds and swaps) - trading/investment platforms:

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Reasonable quantitative and statistical skills: