Hybrid Quantitative Engineer – Investments Technology

Posted 3 weeks ago

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About the role

  • Build and support derivatives pricing models and analytical libraries
  • Improve capabilities for trading and risk management of derivative products
  • Design and optimize the analytics library and its integration with IT tools
  • Provide expertise on quantitative aspects of derivatives product pricing
  • Act as a point of contact for business users throughout the project lifecycle
  • Facilitate communication between business stakeholders and technology teams
  • Conduct user acceptance testing to ensure that final solution meets defined business requirements

Requirements

  • Advanced degree in STEM (bachelor’s degree considered depending on experience)
  • 3+ years of related experience (preferably in a production quant or quant developer setting)
  • Aptitude to acquire new expertise in derivatives pricing and mathematics
  • Good understanding of numerical methods, linear algebra, real analysis, and stochastic calculus
  • Experience with statically typed object-oriented languages (C++, Pascal/Delphi, C#, Java; C++ preferred)
  • Basic to intermediate relational database experience (Oracle and PL/SQL preferred)

Benefits

  • Health and Wellness: Range of medical, dental and vision insurance plans
  • Retirement Savings: 401(k) Plan with generous Company matching
  • Employee Assistance Program: Confidential counseling services
  • Matching charitable donations: Up to $5,000
  • Volunteer Time Off: Up to 16 volunteer hours annually
  • Paid Time Off: At least 24 PTO days

Job title

Quantitative Engineer – Investments Technology

Job type

Experience level

Mid levelSenior

Salary

$90,000 - $105,000 per year

Degree requirement

Postgraduate Degree

Location requirements

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