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Quantitative Developer

2 months ago

Manhattan, United States Selby Jennings Full time

Fintech Startup | Senior Quantitative Developer

Selby Jennings is partnered with an up-and-coming prime brokerage startup, one of the only offerings to service both traditional and digital assets. The firm is on a mission to become the leading global credit network for institutional investors.

Currently, they are looking for a Senior Quantitative Development to join their quants team and develop new risk models and functionality for the risk & scenario engines. This will allow the firm to cut down the development cycle time to get a new product and/or model into production.

Primary Accountabilities/Responsibilities:

  • Getting risk models into a production-ready state by helping with various part of the development, in particular the productionization.
  • Improving research tools and models, e.g.
  • Backtesting
  • Option pricing / Vol-fitting
  • APIs for internal and external customers with customized analytics
  • Maintaining/improving/extending the scenario engine and risk engine code Knowledge, Skills & Abilities
  • Ability to write production-grade (robust and maintainable) Python code
  • Strong problem-solving skills and attention to detail.
  • Excellent communication skills and ability to work collaboratively in a team environment.

Education & Experience:

  • BS degree or above in Computer Science, Mathematics, or related fields.
  • At least 5+ years of experience in quantitative software development at a top-tier financial firm
  • In particular, role should ideally have involved some part of a model-building pipeline (e.g. risk, alpha, etc)
  • Built large-scale financial systems
  • Experience in at least one of the following asset classes: FX, Fixed Income, Listed Derivatives