Quant Developer Consultant
Location: New York or Chicago
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.
- Implement CVOL index calculation in existing production library
- Integrate calculation library with UI for CVOL monitoring tool
- Education & Experience: Master’s degree, with 4-5 year of full-time developer experience.
- Field of Degree: Computer Science/Engineering or related field.
- 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.