Quantitative Developer - Boston, United States - Analytic Recruiting

Description

Job Description:

A prominent brokerage firm is seeking a versatile Principal Quantitative Developer to lead their Fixed Income Embedded Quantitative Development team.

This person will assist with building, optimizing cross-asset pricing models, and working with a variety of trading, valuation, and risk management tools.

Salary:
Base up to 180k, total comp up to $250KLocation: Boston, MA (2 days/week)Visa sponsorship IS AVAILABLEResponsibilities:
Build new and enhance current pricing and risk models for cross asset instruments and derivatives.

Participate in the full model development lifecycle including reference data and time-series data acquisition, system integration, testing, and release.

Refactor and redesign existing code to improve performance and increase usefulness and maintainability.
Conduct quantitative analysis of the current markets, trends and trading strategies
Design and build the next generation of real-time pricing, risk, and scenario analysis systemsQualifications:
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 constraintsSkills:
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# GUIKeywords: Embedded Quant, Fixed Income Analytics, Quantitative Risk, Rates, Structured Products, High Income
Qualified candidates, please send resume to Hazem Kamal, | For more opportunities, please visit