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The primary purpose for the position is to assist senior quantitative analysts in implementing new projects and supporting existing applications within a high-frequency, proprietary trading system.
Position requirements include an advanced degree in mathematics, physics, computer science or a related field and very strong C++/STL programming experience. Some finance experience, particularly with options, is a strong plus, and proven excellence in math and solid programming skills are essential. This position requires a highly self-motivated and detail-oriented candidate able to work closely with and communicate effectively with senior quants and developers. Other desirable skills include experience with SQL, Excel, and knowledge of statistics, options/derivatives and options pricing models. As the quantitative development group is fairly small, flexibility and a positive attitude ready to work on whatever is needed, whether sophisticated modelling is involved or not is essential.
Internal Number: 817466
eFinancialCareers is a career site specializing in financial services.