Pay rate range - $95/hr. to $100/hr.
Hybrid: 3 to 4 days in office
As a Quantitative Engineer, you will have the opportunity to work on the bank derivatives source system, playing a critical role in programming and supporting analytics, and building the future.
Collaborate closely with our trading desks, quants, and downstream groups, and contribute to automating, testing, and monitoring tools.
Key Responsibilities:
• Programming and Support:
• Develop, program, and maintain analytics within the bank derivatives source system.
• Provide booking and diagnostic support for integrated models.
• Automation and Improvement:
• Collaborate with teammates to automate release, testing, and monitoring tools.
• Enhance system robustness and capabilities alongside your team.
• Stakeholder Collaboration:
• Work closely with trading desks and quantitative analysts on valuation and downstream feeds.
• Ensure accurate capture of information by collaborating with downstream groups.
MUST HAVE:
• A university degree in a technical field such as mathematics, physics, engineering, or statistics.
• 3-5 years' experience in similar role
• Experience with database (MySQL)
• Solid knowledge of a C# - definitely a MUST
• Familiarity with numerical analysis in a relevant field.
NICE TO HAVE:
• Familiarity with equities and/or equity derivatives trading is helpful.
• Experience working on large code bases and familiarity with design patterns.
• Experience with distributed computing.
• Expert-level knowledge in C++ or C#.
• Experience with financial models.
• Experience with scripting languages
• Banking/Financial industry experience
Any specific education/certifications:
A university degree in a technical field such as mathematics, physics, engineering, or statistics.
