Quantitative Software Developer (NYC based Fund)

Job Description : Quantitative Developer

We are seeking a skilled and driven Quantitative Developer to join our team. The ideal candidate will have a strong foundation in financial technology quantitative analysis and software development with experience in both risk technology and portfolio this role you will develop and enhance the technology stack supporting risk analytics and data insights for financial portfolios working with cutting-edge tools and frameworks. You will collaborate closely with portfolio managers risk teams and other stakeholders to improve financial reporting risk models and data analytics tools.

Key Responsibilities :

• Lead development of the firms quantitative risk technology stack providing critical data insights and analytics for portfolio management.
• Develop and maintain financial reports to track exposures across assets counterparties P&L decomposition and risk factors (market counterparty credit and FX risks).
• Design and implement quantitative models to assess portfolio performance including the development of factor models to support portfolio alpha analysis.
• Perform ad-hoc research and scenario analysis on different market events to model portfolio movements and exposures providing actionable insights for management to mitigate risks effectively.
• Integrate and coordinate the firms technology stack with third-party vendors such as Alpha Theory and MSCIs Barra portfolio management systems.
• Develop tools to analyze short interest data helping portfolio managers understand sentiment changes and the firms market position.
• Utilize Python C# and other programming languages to build optimize and maintain software applications in a distributed computing environment.
• Enhance performance of critical financial systems including database optimization and workflow re-architecture for improved efficiency.
• Collaborate with team members in a test-driven development environment writing unit tests to ensure the quality of newly developed code.
• Implement and maintain RESTful web services to handle API requests for key financial analytics.

Required Qualifications :

Preferred Qualifications :

If you are passionate about developing cutting-edge technology solutions for quantitative finance and risk management we encourage you to apply and join our team of experts working on innovative financial systems.

Key Skills

Account Payable,C++,Community Support,Garment,Import & Export,Java

Employment Type : Full Time

Experience : years

Vacancy : 1