Back to search results

Associate/VP, Quantitative Developer

New York, New York

Job Description:

Title: Quantitative Developer

The Mortgage Quantitative Strats Group (QSG) is looking for a new hire to support expanded deliverables from the Mortgage trading desk. QSG is central to a number of complex, business critical deliveries including regulatory programs such as IBOR Transition, FRTB, Full Reval VaR, TRIM, Climate Risk and CCAR, internal transformational and operational excellence programs, and desk facing projects in areas such as electronic trading, and collateral modelling. The role includes development of Python and/or C++ based analytics, as well as applications to support day-to-day trading activities and regulatory requirements. Excellent communication skills, both verbal and written, are required and ability to work in fast paced environment. The person taking on this role will be a self-starter, capable of working independently with minimal supervision.

Role Description:

  • Global Quantitative team providing solutions across regions of business and asset classes.
  • Detailed design & development of front office GDA analytics platform.
  • Opportunities to work on the research and implementation of actionable trading strategies.
  • Working entirely in Front Office alongside mortgage quant colleagues & trading specialists.
  • Support mortgage traders, research strategies and operational trading tools.

Competencies and Requirements:

  • Masters or PhD or equivalent level preferred
  • Proven experience within a relevant quant/finance field.
  • Excellent programming skills in C++ and python preferred.
  • Good business and modeling knowledge across asset classes.
  • Prior experience working in front office is preferable.
  • Ability to multitask and work independently given complex tasks.
  • Excellent communication skills.
  • Excellent mathematical skills.

Job Band:

H6

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

Job Description:

Title: Quantitative Developer

The Mortgage Quantitative Strats Group (QSG) is looking for a new hire to support expanded deliverables from the Mortgage trading desk. QSG is central to a number of complex, business critical deliveries including regulatory programs such as IBOR Transition, FRTB, Full Reval VaR, TRIM, Climate Risk and CCAR, internal transformational and operational excellence programs, and desk facing projects in areas such as electronic trading, and collateral modelling. The role includes development of Python and/or C++ based analytics, as well as applications to support day-to-day trading activities and regulatory requirements. Excellent communication skills, both verbal and written, are required and ability to work in fast paced environment. The person taking on this role will be a self-starter, capable of working independently with minimal supervision.

Role Description:

  • Global Quantitative team providing solutions across regions of business and asset classes.
  • Detailed design & development of front office GDA analytics platform.
  • Opportunities to work on the research and implementation of actionable trading strategies.
  • Working entirely in Front Office alongside mortgage quant colleagues & trading specialists.
  • Support mortgage traders, research strategies and operational trading tools.

Competencies and Requirements:

  • Masters or PhD or equivalent level preferred
  • Proven experience within a relevant quant/finance field.
  • Excellent programming skills in C++ and python preferred.
  • Good business and modeling knowledge across asset classes.
  • Prior experience working in front office is preferable.
  • Ability to multitask and work independently given complex tasks.
  • Excellent communication skills.
  • Excellent mathematical skills.

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-22000549

Band: H6

Manages People: No

Travel: Yes, 5% of the time

Manager:

Talent Acquisition Contact:

Christine Kozlow

Referral Bonus:

0

Street Address

Primary Location:
ONE BRYANT PARK, NY, New York, 10036