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Quantitative Developer » Quantitative Trading Desk Developer
Quantitative Trading Desk Developer
Location: NY Metro
$200,000-$400,000
Description:
A Quantitative Trading Desk developer designs, builds, and maintains the software infrastructure supporting derivatives trading and pricing at the company. This work includes implementation of interfaces to third party data sources and databases, implementation of pricing models and methodologies, and refinement of those methodologies. This individual will be part of the Software Development group, and will work closely with the quantitative trading desk.
We are looking for developers with a strong academic background and proven work experience who are highly motivated and can work in a challenging unstructured environment. The ideal candidate is an individual with a strong sense of responsibility, a strong knowledge of software development best practices, an ability to approach problems analytically and having significant practical programming experience and/or significant experience as a quantitative analyst. All software engineers participate in the full software engineering lifecycle from design and implementation to verification and production deployment.
Requirements:
Position requirements include B.S. or M.S. in Mathematics, Computer Science, or related field and 2 years experience. Should have knowledge of C/C++, and a high comfort level with object oriented design principles and best practices. Should also be able to demonstrate mathematical competence; an understanding of linear algebra is required, and of basic options pricing is preferred. As HAP Capital is a multiplatform environment, strong knowledge of how to get work done both in Windows and Linux is essential, including knowledge of debugging tools such as Visual Studio and gdb as well as high comfort level with command line usage. Must have excellent written and oral communication skills and ability to work independently as well as be a team player.
Desired Skills:
Desired skills relevant to the position but not necessary to have significant knowledge of in advance include Boost, C#, .NET, SQL, Excel, Visual Basic.
Job Reference #: DF120
The Hagan-Ricci Group
Phone: (212)-681-6333
http://www.hrg.net