Quant Developer Consultant

Quant Developer Consultant

Location: New York or Chicago

Duration: Contract

He/She will work on implementing new features in the existing library to support risk management analysis and developing tools for market index monitoring. He/She will also work on general codebase clean-up, refactoring, performance improvement, etc.


Principle Responsibilities:

  • Implement CVOL index calculation in existing production library
  • Integrate calculation library with UI for CVOL monitoring tool


Position Requirements:

  • Education & Experience: Master’s degree, with 4-5 year of full-time developer experience.
  • Field of Degree: Computer Science/Engineering or related field.


Required Skills:

  • Strong with OO concepts.
  • Strong C++/Java development experience (around 5 years)
  • Basic knowledge in financial derivatives products and algorithmic models for pricing and measuring market risks of derivatives is required.
  • Ability to read and understand mathematical and algorithmic specifications.
  • Knowledge and experience of UI development.
  • Knowledge of design patterns and their implementation.
  • Knowledge of relational database programming, and experience with SQL Server or Oracle.
  • Delivery of high-quality code with unit tests and automated testing.
  • Strong ability to learn existing application quickly.
  • Ability to work independently.
  • Solid verbal and written communication skills.