Director of Quant Software engineering defining and developing derivatives technology products. Collaborating with investment professionals and building reliable technology solutions for complex derivatives contracts.
Responsibilities
Define and develop derivatives and other quantitative technology products
Solve research problems for investment professionals and senior management executives
Build a new derivatives application allowing valuing and managing complex derivatives contracts
Distill abstract research-oriented problems to technology solutions and execute them quickly
Work closely with senior executives, portfolio managers, analysts and researchers
Collaborate with other technology team members in a dynamic and fast-paced environment
Build scalable, reliable and highly available technology solutions based on engineering best practices
Requirements
Degree in a computational field such as Computer Science
10+ years’ hands on experience with software engineering
Practical experience developing applications for asset management or global capital markets
Experience working with derivatives for at least one asset class (interest rate, credit or FX) is must
Development experience using Python (Design, Develop, Test, Debug, Deploy)
Object Oriented development experience, ideally with Java & Python
Experience working with SQL and PL/SQL on Database (Oracle, Snowflake)
Exposure to test automation frameworks (unit & integration)
Experience with RESTful APIs
Experience with UI development with Angular is a plus
AWS cloud environment and understanding of CI/CD & DevOps
Experience using agile development practices.
Experience with numerical-analysis software libraries is a plus.
Focus on delivering customer value in a challenging environment.
Understand and adapt to changing business priorities.
Strong knowledge of technology trends in implementing business application
Benefits
comprehensive health care coverage and emotional well-being support
market-leading retirement
generous paid time off and parental leave
charitable giving employee match program
educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career
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