Looking for a Quantitative Developer who will employ a variety of mathematical, programming and analytical skills in performing data analysis and quantitative model implementation. The ideal candidate will be a strong programmer first with a reasonable comfort level understanding and implementing advanced mathematical algorithms second.
The primary purpose for the position is to assist senior quantitative analysts in implementing new projects and supporting existing applications within a high-frequency, proprietary trading system.
Position requirements include an advanced degree in mathematics, physics, computer science or a related field and very strong C++/STL programming experience. Some finance experience, particularly with options, is a strong plus, and proven excellence in math and solid programming skills are essential. This position requires a highly self-motivated and detail-oriented candidate able to work closely with and communicate effectively with senior quants and developers.
Other desirable skills include experience with SQL, Excel, and knowledge of statistics, options/derivatives and options pricing models. As the quantitative development group is fairly small, flexibility and a positive attitude ready to work on whatever is needed, whether sophisticated modeling is involved or not is essential.