NYC Fixed Income C++ Quant Developer

The quant group interacts directly with the research team, the portfolio managers, and the traders to analyze data, build models, generate signals for alpha, and auto-trade the orders generated.  The quant group also captures business requirements and maps existing knowledge into the quantitative framework, translating them into technological solutions and...

Fixed Income Algo Quant StratA tier 1 fixed income trading team in NYC is seeking a Fixed Income Algo Quant Strat to join the business. This is an excellent opportunity to work directly with the highly successful fixed income eTrading and Algo trading desks. The ideal profile will Java programming proficiency, but also strong business and market acumen to...

Fixed Income Algo Quant StratA tier 1 fixed income trading team in NYC is seeking a Fixed Income Algo Quant Strat to join the business. This is an excellent opportunity to work directly with the highly successful fixed income eTrading and Algo trading desks. The ideal profile will Java programming proficiency, but also strong business and market acumen to...

Fixed Income Algo Quant StratA tier 1 fixed income trading team in NYC is seeking a Fixed Income Algo Quant Strat to join the business. This is an excellent opportunity to work directly with the highly successful fixed income eTrading and Algo trading desks. The ideal profile will Java programming proficiency, but also strong business and market acumen to...

**Position Details**: **Murex is a third party solution is C++ based. The project they are running is extending Murex. It does **valuations of trading positions**, instead of using murex - they want to create their own** **The murex exposes a C++ API and they are building a whole infrastructure and use the models created by the bank’s own quants and...

A leading Hedge Fund in NYC is looking to bring on a Fixed Income (Macro) Risk Manager to their growing Risk team.This individual will be responsible for working with PMs to asses risk usage for the firm's Macro strategies and communicate risk metrics such as VaR. This hire will join a relatively lean team and have exposure to senior management, PMs and...

A leading Hedge Fund in NYC is looking to bring on a Fixed Income (Macro) Risk Manager to their growing Risk team.This individual will be responsible for working with PMs to asses risk usage for the firm's Macro strategies and communicate risk metrics such as VaR. This hire will join a relatively lean team and have exposure to senior management, PMs and...

Job DescriptionJob DescriptionKey skills: C++ on Linux, Derivatives background (Equities or Fixed Income), or at least work on a Trading Desk or Quant Desk, Murex FLEX api is just a plus, DevOps Skills, experience in a Scrum environment (Jira/Agile) hybrid basis (1-2 days/week on site)Local candidates strongly preferred, interview will be 2 phone callsFlex...

Murex FLEX Visa: GC, USC ONLY Exp:10+ This contract has an initial duration of six months with a likely extension key skills: C++ on Linux, Derivatives background (Equities or Fixed Income), or at least work on a Trading Desk or Quant Desk, Murex FLEX api is just a plus, DevOps Skills, experience in a Scrum environment (Jira/Agile) This is for a foreign...

Snr Quant, Rates/FX Options Strategies, Large Hedge Fund (Director), NYC New York Ref: FIRV-2203 Seven Figure Package Leading Global Hedge Fund Options Strategy design, Back testing, Desk Strat, (Swaptions, Rates/FX, Equity Indices), Python This famous hedge fund is a leading global market maker across fixed income and equity markets. This quant team work...

A top Multi-Strategy Hedge Fund in the process of building out their Systematic Macro business is looking for a Senior Quant Developer. The ideal candidate is someone with strong Fixed Income experience with the ability to design and build a modeling/analytics library/platform to be shared across the business. Not only do they want this person to help create...

A top Multi-Strategy Hedge Fund in the process of building out their Systematic Macro business is looking for a Senior Quant Developer. The ideal candidate is someone with strong Fixed Income experience with the ability to design and build a modeling/analytics library/platform to be shared across the business. Not only do they want this person to help create...

Unique opportunity to join one of the largest providers of financial services, trading products and market making services. The developer for this role will join a small group of technologists whose primary function is supporting the efforts of the fast-growing fixed income trading desk. You will be responsible for the development, ownership and maintenance...

Work Schedule: Hybrid (2-3 days onsite) Flex C Developer Job description: Responsibilities Develop C libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products. Work in agile fashion with the rest of development team using scrum / jira. Architect performant and resilient components which insulate the execution...

Quant Developer - Macro (C#) Selby Jennings has partnered with a small and elite hedge fund well known for its acumen in macroeconomic strategies. They are at the beginning of a totally greenfield project to build out a comprehensive environment for the development, deployment, and management of a systematic macro platform. The team has 3X PMs joining them...

Job DescriptionJob DescriptionSalary: SoHo Dragon represents an investment bank with offices in New York, NY that needs to hire a Flex C++ Developer. Work schedule: onsite 2x per week. ResponsibilitiesDevelop C++ libraries to integrate Quant pricing models into Murex FLEX API for equities and derivatives products.Work in agile fashion with the rest of...

An investment bank in NYC is looking to add a strong quantitative talent within their Risk Analytics Group. The group is focused on developing counterparty credit analytics across product lines for the US operations. They work on full cycle model development from design to implementation. This hire will be expected to be hands in with building tools and...

Job DescriptionJob DescriptionFlex C++ DeveloperW2 only (no C2C) This contract has an initial duration of six months with a likely extensionKey skills: C++ on Linux, derivatives backgroundLocation is New York City on a hybrid basisSenior candidates needed, Local candidates strongly preferredThis is for a foreign bankResponsibilitiesDevelop C++ libraries to...

Our client, a major bank in New York City, is looking for C++ Developer Consultant This role is hybrid commute (2/3 days office/home). This is 6 months contract with possible extensions or option to hire. ** Must be authorized to work for ANY employer in US - NO H1b Visa support for this role Rate: $80-85/h on W2 DOE, possible C2C as well. Flex C++...

Our client, a major bank in New York City, is looking for C++ Developer Consultant This role is hybrid commute (2/3 days office/home). This is 6 months contract with possible extensions or option to hire. ** Must be authorized to work for ANY employer in US - NO H1 Visa support for this role Rate: $80-85/h on W2 DOE, possible C2C as well. Flex C++...