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Quantitative Developer - Financial Engineering

Quantitative Developer - Financial Engineering - (Hedge Fund and Asset Mgt Risk Firm; Manhattan; 90+ base plus bonus)

Our Client

Our client, with offices in Manhattan, has been providing risk measurement and risk reporting services to asset managers and asset owners since 1999 and employs proprietary methodologies to analyze complex investment portfolios of investment managers and provides clients with a suite of award-winning risk and transparency analyses.

In 2010, our client became the proud recipient of three industry awards.  The firms analyzes over 250B in client assets.

Join a team of highly motivated engineers, mathematicians and risk experts who solve complex problems who excel in a fast paced and energetic environment, participate in all phases of the software development lifecycle and interact with hedge fund clients.

Responsibilities:
  • design, implementation and support of advanced analytical methods
  • collaborate with QA, Operations, Client Service and Technology groups
  • Bring timely, accurate and useful analyses to market
  • maintain and imporive the highly scalable and user-friendly system
  • bring attention to detail, creativity and teamwork to deliver high quality analytics under aggressive deadlines
Requirements:
  • Bachelors in Computer Science, Economincs, Financial Engineering, Mathematics / Natural Science or equivalent
  • 2+ years programming experience in Java, C# or C++
  • Strong object oriented implementation experience
  • Strong analytical and troubleshooting capabilities
  • Strong math skills (e.g., calculus, linear algebra, probability theory, etc.)
  • Experience working in structured development environments
  • Three to five years of experience with derivative valuation and processing, data management and operations best practices
  • Ability to rapidly acquire the technical skills and financial knowledge to perform duties and work both independently and in small teams.
  • Excellent oral and written communicator
Other requirements:
  • Exceptional analytical and problem solving capabilities, organizational and communications skills
  • Habit of keeping up-to-date with the latest developments in risk and asset management
  • Able to simultaneous be detail-oriented and to understand "the bigger picture"