Staff Quantitative Developer
Office - New York, United States
USD 179K-243K Senior-level Full Time
Tasks
- Build risk models for fixed income credit and derivatives
- Contribute to code reviews and technical documentation
- Create P and L attribution and cash flow generation
- Deliver customized risk solutions to clients
- Design and build extensible software systems
- Design and maintain pricing libraries
- Develop scenario analysis capabilities
- Implement risk sensitivities and Greeks analytics
- Improve test coverage
- Integrate platform capabilities
- Mentor engineers
- Resolve technical debt and performance bottlenecks
- Write and maintain well-tested code
Perks/Benefits
- 401k
- Dental insurance
- Health insurance
- Long-term disability
- Medical leave
- Paid time off
- Parental leave
- Short-term disability
- Vision insurance
Skills/Tech-stack
AWS | Azure | C++ | CS01 | Cash Flow | Cash flow generation | Credit | Credit Spread Modeling | Credit spread | Curve construction | DV01 | Derivatives | Distributed Systems | Fixed Income | GCP | Greeks | Java | Microservices | P and L | P and L Attribution | Python | Quantitative Finance | Risk sensitivities | Yield curve | Yield curve construction
Education
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