Candidates must be authorized to work in the US
Permanent only, not C2C
Our client is searching for a quantitative software developer to join their Structured Credit Strats group in New York on a full-time basis.
This desk has some of the most extensive data and analytic requirements at the firm and consistently leverages Strats input to accomplish their business objectives.
To expand our modeling capabilities in this asset class, we are seeking an early-to-mid-career developer with a strong mathematical background to contribute to this project flow.
The Strats group works closely and primarily with investment professionals in all our offices to help them interpret and act on market opportunities through the application of technology.
The team is small, high- caliber, and well-positioned to make a significant and visible impact on the business. Key success factors are intellectual agility, creative problem solving, solid judgment, and keen attention to detail.
Exceptional communication skills and a sense of urgency are a must. The team shares a passion for operational excellence and automation of routine tasks and loves to learn about new technologies, techniques, and markets.
The ideal candidate has a deep understanding of many technologies and is able to effectively navigate the tradeoffs amongst buying, building, reusing, and a quick hack.
The Strats group most frequently codes in Python and SQL
Job Responsibilities
Work directly with trading desk professionals, leveraging technology to solve business problems in research, analysis, trading, and risk management
Software Development
Work with a wide variety of financial and macroeconomic data in various formats and storage systems
Deliver solutions quickly, but working within a professional software engineering environment
Work effectively as part of the technology organization, communicating with the rest of the Strats team as well as the other Dev and IT teams and leveraging shared technology and infrastructure
Work with trading desk personnel to understand their requirements
Debug Excel and Python models, internal software, and financial data issues
Required Job Skills
Bachelors, Masters, or PhD Degree in a STEM field (e.g. Math, Computer Science, Statistics,
etc.)
1-2 years experience developing software in a professional capacity
Knowledge of Python (strongly preferred), SQL, C++ (all optional but helpful) and interest in
gaining expertise in all of the above
A solid understanding of linear algebra, numerical optimization, and statistics strongly preferred
Technical curiosity and eagerness to learn more about finance
Experience with rates or credit is helpful