Staff Quantitative Developer
Office - New York, United States
USD 179K-243K Senior-level Full Time
Tasks
- Build scenario analysis risk sensitivity DV01 CS01 and Greeks
- Communicate quantitative topics to technical and non technical stakeholders
- Deliver customized risk solutions and platform integrations
- Design and build performant correct and extensible software systems
- Design pricing libraries and risk models for fixed income credit and derivatives
- Develop P and L attribution and cash flow generation capabilities
- Identify and resolve technical debt performance bottlenecks and test gaps
- Maintain code libraries and technical documentation
- Mentor engineers and support continuous learning culture
- Write clean tested code and contribute to code reviews
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 | Credit | Credit Spread Modeling | Credit spread | Curve construction | DV01 | Derivatives | Distributed Systems | Fixed Income | GCP | Greeks | Java | Microservices | Python | Risk sensitivities | Yield curve | Yield curve construction
Education
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