Senior Quant Developer - Risk Management - New York- Market-Leading Global Hedge Fund
Location: New York, New York
Type: Full Time
Internal Number: 19990424
One of the world's largest hedge funds using innovative and cutting-edge technology, where data is central to the investment process. Great opportunity for hands-on software engineers with strong project delivery experience to be part of the team responsible for the development of risk applications across multiple business lines.
This is a great time to join as they embark on a re-engineering program, expanding their real-time risk capabilities, building new calculation & analysis interfaces and developing the data analysis architecture. Working closely with Senior Risk Managers, you will lead projects and/or small teams initially focused on fixed income and FX asset classes. You'll develop primarily in Python to enhance and develop algorithms and models, use C++ for server-side infrastructure, and HTML5 (React, Node.js) for data visualization.
To be successful, you must be a very strong communicator, with a good understanding and previous use of software development life cycle best practices.
Minimum 7+ years' experience in system analysis, design and programming
Python skills are preferred; C++, KDB/Q and Unix also advantageous
SQL and data manipulation experience essential
A background in Finance is essential
Demonstrable analytical and problem-solving skills
Desirable: major risk vendor products, e.g. RiskMetrics or Barra
Master's degree in a quant field, e.g. engineering, science, computer science, mathematics
Rewards and Incentives
Significant salary + bonus + benefits
Build complex software solutions to solve challenging problems in agile environment
Positive, friendly culture
Contact If you think you're a suitable candidate for the role and would like further info, please contact:
Daniel Boer email@example.com +1 929-777-5053 linkedin.com/in/daniel-boer-832987133