thurn partnersWhite Plains, NY
Quantitative Developer (Greenwich CT)
Quantitative Developer (Greenwich CT)
Quantitative Developer (Greenwich CT)
thurn partnersWhite Plains, NY
today
Portfolio Management and Investment AdviceCustom Computer Programming ServicesInvestment Banking and Securities Intermediation
Apply for this role (opens in a new tab)The quant development team sit on the desk, building and owning the pricing models, analytics frameworks, and end-user tooling that traders, analysts, and quants depend on day to day. As part of a significant effort to re-modernise the firm's derivatives and structured products platform, they are looking for a quant developer to take complex pricing theory and convert it into reliable, scalable production code - spanning payoffs, risk, PnL, curves, discounting, and simulations.
Your Role:
Design and develop systems for conducting Commodities research and real-time alpha generation.
Build bespoke frameworks for exploring, designing and deploying systematic strategies and signals.
Increase research velocity and create back-testing and simulation frameworks which ensure seamless strategy implementation.
Utilise machine learning algorithms for analysing vast alternative datasets.
Build desktop tools for PnL estimates and position monitoring.
Experience Required / About You:
- Strong academic background with a Bachelors or Masters degree in Computer Science or related discipline(s).Commercial experience working collaboratively, building relevant systems and implementing strategies.
- Strong Python development skills.
- Superb analytical and quantitative skills; linking business problems with highly technical solutions.
- The ability to find innovative ways around convoluted mathematical and computer science problems.
- Further Context:
- The firm has an excellent culture and is one of the most reputable in the industry, with a track record of delivering advanced custom tech and constant innovation.
- The company invests heavily in its people and their environment - it's a flat structure with scope for trajectory.
- This is a permanent position with a highly competitive salary and a comprehensive benefits package. Please enquire for more details.
Also on the board Same function, level within a rung
Level
Senior
Location
White Plains, NY
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
today