Quantitative Developer - Boston, United States - Analytic Recruiting

    Analytic Recruiting
    Analytic Recruiting Boston, United States

    4 weeks ago

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    Description


    Quantitative DeveloperFinancial Institution based in Boston, seeks a versatile Quantitative Developer that will assist with building, and optimizing cross-asset pricing models, and work with a variety of trading, valuation, and risk management tools.

    Approx total
    $300K to $350K
    denis@
    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 timeseries 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 systems.
    Experience needed MS degree in Computational Finance, Computer Science, Mathematics, Physics or closely related degree. 2+ 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     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 J-18808-Ljbffr