Quantitative Developer – Convertible Stat Arb.

Wilmott Electronic Media Limited
Published
6 May 2023
Location
New York City, New York
Category

Description

Quantitative Developer - Convertible Stat Arb. Selby Jennings Manhattan, United States Posted 1 day ago Flexible Permanent USD400000 - USD500000 per year I am currently working with $33BN AUM Hedge Fund in New York that is looking for a Senior Quantitative Developer within the Fixed Income, Rates, and FX space to join a Convertible Arbitrage team directly supporting a successful SPM. They are looking for a senior level Convertible Stat Arb. Developer with a high level of fluency in both Python and C++ to work the development of front-end tools to directly support the pricing and analysis of converts, options, and other Fixed Income products, as well as work on the further improvement of the team's in-house libraries and databases. This an amazing opportunity to join a highly competitive and technical buyside team within the convertibles space. This team will also allow sitting remotely from anywhere in the US Key Responsibilities: - Partner closely with the SPM and Researchers to develop pricing models and screeners for convertibles, options, currencies, and rates products - Develop front-end analytical tools to be used daily by senior researchers and traders - Conduct further improvements to the in-house C++ libraries and Python databases Key Qualifications: - High level of fluency in both Python and C++. SQL knowledge is a plus. - 5 years of industry experience working in a quantitative development of quantitative analyst capacity directly supporting a trading desk or PM - Ph.D. or Master's Degree in Mathematics, Computer Science, Engineering, or another quantitative field - Strong knowledge of convertibles, currencies, options, and rates products - Excellent communication skills to be able to express understanding of tools and databases to researchers and traders We support the Financial Sciences & Services industry with talent that can truly shape the future of a business.Whether that be Quantitative Analyti Investment Risk Analyst Selby Jennings Manhattan, USA Fixed Income Quant Developer w/ Leading Multi-Manager Fund Selby Jennings Manhattan, USA Total topics: 101222 Total posts: 870253 Total members: 111851 About Wilmott Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued Wilmott magazine is published six times a year and serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the interests of a demanding readership. Continued Total topics: 101222 Total posts: 870307 Total members: 111853 About Wilmott Wilmott.com has been "Serving the Quantitative Finance Community" since 2001. Continued Wilmott magazine is published six times a year and serves quantitative finance practitioners in finance, industry and academia across the globe. It publishes new work from the world's leading authors in the field alongside columns from industry greats, and editorial reflecting the interests of a demanding readership. Continued

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