Equity Derivatives Quantitative Developer

Position: We are seeking a full-time quant developer for our equity derivatives business in New York. This person will support and enhance and extend the functionality of our existing quantitative platform and will build new models and tools to satisfy front office demands with the freedom to innovate and apply new methods and technologies. The position reports to the head of quantitative research.

Responsibilities:

• Design, develop, implement, and test software/models for trading and risk management
• Enhance and extend functionality of existing quantitative models and software
• Support current production environments
• Work with users at all levels of the organization to understand and define their needs for quantitative applications and provide support for such users

Qualifications:

• An advanced degree in Applied Math, Physics, Quantitative Finance, or related fields (Computer/Information Science) with a minimum of 10 years’ experience building models and software for derivatives
• A deep understanding of the math behind equity derivative modeling and implementation
• Proficiency with C# and .NET. Python, Excel DNA, SQL Server experience a plus
• Outstanding problem-solving skills
• High integrity and pride in work
• Ability to learn and adopt quickly
• Detail oriented
• Strong communications skills
• Fast and agile developer willing to dive into existing software