Quantitative Developer w/ C++

Location: New York, NY
Date Posted: 01-19-2018
Strats and Modeling team supports revenue-generating activities by providing financial analytics. Embedded Desk Strategist (Strat) teams reside within our wealth management businesses.  The business covers bank deposit, mortgage lending, investment products and many others.  We have multiple openings in the following areas within our team and are looking for qualified individuals to join our fast-paced, challenging and rewarding work environment:

Programming skill requirements, depending on job nature, include SAS, C++, Java, Perl, R, Q, etc. Strong communication and collaboration skills are required.
 
The candidate will work with the modelers and the firm’s IT/Database team on risk analytics and reporting.
 
Responsibilities include:
• Develop, enhance and support the core grid computing and related infrastructure that Strat models rely on.
• Develop the client-server based front end GUI applications that allow business to explore ad hoc scenarios and specific trades based on our models
• The integration of EOD risks into the Firm’s Risk cube
• Architecture design for model integration into risk systems
• Interact with Firm's IT/Database department to resolve all Data, files, auto batch job, permission issues that enhance the team’s development environment.

 Qualifications
Skill Required:
• Enterprise project experience working on cross-functional teams. 
• Solid in C++ and C# programming languages, Perl or Python scripting languages.  Familiarity with Linux, WPF/XAML and Java is a plus.
• Recent experience in fixed-income analytics systems.
• Experience in enterprise scale distributed computing grids, e.g., Symphony.
• Solid in Database SQL
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