stanford blackBrooklyn, NY
Senior Quant Developer Position – NY/CT
Senior Quant Developer Position – NY/CT
Senior Quant Developer Position – NY/CT
stanford blackBrooklyn, NY
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Overview:
In this role you will build and evolve the X-Asset portfolio management system used for live risk, P&L, pre-trade pricing, and scenario analysis. You will work closely with Front Office stakeholders to deliver high-stakes pricing and analytics in a cloud-enabled, open-source environment. The position combines deep derivatives knowledge with hands-on software development in C# within a leading tech-driven trading firm. This is a chance to influence core trading workflows and performance at scale with a market-leading compensation package. Compensation / Benefits Market-leading salaries Excellent Front Office bonus structure
Responsibilities:
Develop and maintain the X-Asset portfolio management system Provide live risk, P&L, and pre-trade pricing analytics Implement scenario analysis workflows Collaborate with Front Office stakeholders and business teams Leverage cloud and open-source technologies to deliver scalable solutions
Key requirements:
Excellent C# programming skills Knowledge of standard pricing models (e.g., Black-Scholes) and derivatives Experience with interest rate curves, vol surfaces, and market data Strong communication and ability to discuss with Front Office stakeholders strong communication stakeholder collaboration problem-solving C# pricing models derivatives
Also on the board Same function, level within a rung
Level
Senior
Location
Brooklyn, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
today