About The Role: One of the top Fin Techs in the world is looking to hire senior Front Office C# Quant Devs to join a new Front Office Pricing team. You will be working directly with the business, developing the core X-Asset portfolio management system that underpins the entire firm, providing live risk and P&L, pre-trade pricing and scenario analysis. This is an opportunity to join one of the most successful tech-driven trading firms in the world and work in a new quant development group that merges market-leading finance knowledge with software development using the latest in cloud and opensource technology. The ideal candidate will not only be a competent C# engineer but also has good knowledge of standard pricing models, an excellent understanding of derivatives. They are in the market to find the top Quant Developers out there and are prepared to be the best payers in terms of comp (including stock buyout if needed).
Requirements: Excellent C# programming skills with good knowledge of coding fundamentals Knowledge of the standard pricing models e.g. Black Scholes, sensitivities, with a strong understanding of derivatives of at least one asset class Experience working with interest rate curves, vol surfaces and other market data Great communication skills and the ability to talk comfortably to Front Office Business stakeholders
Benefits: Market-leading salaries Excellent Front Office bonus structure For more information, please email Lewis.poon@stanfordblack.com

Also on the board Same function, level within a rung

Level

Senior

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

17 days ago

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