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Quantitative Programmer
Ref No.: 16-00076
Location: New York, New York
 Leverage your strong C++ and stochastic mathematical skills to become a quantitative analyst. Enhance and extend our pricing and risk models. These models are used by leading traders and risk managers at hedge funds and investment banks around the world.  Build new application features that enhance and extend the pricing and risk analytics of the Imagine System. 
  • MS or PhD in Quantitative Finance, Mathematics, or a related discipline (e.g. Physics, Engineering) required.
  • Experience in quantitative modeling of equity derivatives, FX derivatives, commodity derivatives, and credit derivatives desired.
  • Five years' experience programming in C++.  The ideal candidate will be a practitioner in C++ with the ability to create highly-reusable and easily-extendable modular code that fulfills the quantitative requirements using suitable design patterns.
  • Knowledge of relational databases is a plus.
  • Ability to work independently and within a team in a customer-facing environment.
  • Business-related acumen in trading and/or risk management systems a definite plus.