Quantitative Python or C++Developer - Implement Models/ 10 or less years of experience. - job id 31475


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Quantitative Python or C++Developer - Implement Models/ 10 or less years of experience.

Open Salary

Midtown Manhattan



How to Apply

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Spencer Sotto


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(646) 876-9544


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(212) 616-4800 ext-220




Candidate must be able to work in the US without visa transfer or sponsorship.


A F/T position at an investment management firm providing solutions for institutions, financial professionals and millions of individuals worldwide.


Pay Options: F/T Employee.


Contact Spencer Sotto. call (646) 876-9544 / (212) 616-4800 ext.220 or email spencer@sans.com with the Job Code SS31475 or Click the Apply Now button ().


Location: Midtown.


Skills required for the position: Python or C++, UNIX, Greeks, Modeling


Candidate must have 10 years or less of overall programming experience.

Must come a prestigious colleges and solid GPA.

Excellent knowledge of Models and Greeks.


Detailed Info: to implement models and input them into the system This is repayment models, valuation, credit Derivatives, rates, convertibles, value securities. The Delta of interest rates, curves, volatility. Looking for C++ developers who can read the Greeks and implement the models and know the products.


Formal Description - Analytics team is seeking a senior quantitative developer to support fixed income modeling and portfolio analytics. The candidate must possess strong programming prowess in C++ and deep understanding of fixed income products. The job requires constant interactions with various teams such as quants, desks, and technology.


Development/Computing Environment: C++ on unix, has implemented most of the models above. Can read the Greeks.


Formal Description - Qualifications

1) a minimum bachelor degree in science or engineering with math and statistics background. Top school with high GPAs is preferred.

2) 5-10 years of working experience in top tier financial firms. Directly working with fixed income trading and risk is preferred.

3) Extensive programming skill in C++ (and boost), Python, and Database. This is a hands-on job. Experience in parallel computing and service oriented architecture is preferred.

4) Working experience in one or more specialized areas such as mortgages, rates, credit, or portfolio analytics.

5) Result driven and focus on delivery with high standard. The candidate will be responsible for the whole development cycle.

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The position offers competitive compensation package.


Job Id: 31475