Quantitative Developer

You will own model validation through system design, data manipulation, and server maintenance.

Responsibilities

• Maintain and service Model Validation Group servers.
• Design systems for data manipulation and visualization to support model backtesting.
• Implement data storage and retrieval methods for high-volume financial data.
• Manage GIT repositories and create documentation for new code and test cases.
• Execute model change impact tests, model stress tests, and recreate production analysis in test environments.

Required Skills

• 3+ years of production-level programming experience.
• Proficiency in C# and .NET, or a combination of C++, SQL, and Java.
• Experience with R language.
• Strong expertise in object-oriented design and software design patterns.
• Proficiency in clean code software development for risk management solutions.
• Experience managing large financial datasets.
• Competency with VisualStudio and IntelliJ/Eclipse.
• Strong mathematical background in numerical algorithms and statistical techniques.
• Proficiency in technical and scientific writing.

Preferred Skills

• PhD in a quantitative subject.
• Academic or professional experience with financial models.