Salary
💰 $185,000 - $300,000 per year
About the role
- Lead Securities Quantitative Analytics Specialist– Core Quantitative Developer for Vasara risk platform
- Partnership with Technology teams to enhance and improve the new strategic valuation and risk platform
- Integration of pricing and risk analytics in collaboration with other quant teams
- Analyze performance, propose remedial or optimization plans, and ensure execution to enhance platform
- Consistently deliver high-quality software and documentation in an Agile SDLC
- Proactively participate in complex software design & development activities within an Agile environment
- Contribute to large-scale project planning and balance short- and long-term objectives
- Collaborate and consult with peers, project managers, Technology Partners, and Business Stakeholders
- Serve as a mentor for less experienced staff and communicate with stakeholders
Requirements
- 5+ years of Securities Quantitative Analytics experience or equivalent
- 5+ years of hands-on coding experience (Java and C++ most relevant)
- 5+ years of derivative product and market experience (rates, foreign exchange, credit, equities, commodities)
- 4+ years of Java experience with emphasis on functional programming
- 3+ years of C++ experience
- Experience with asynchronous event driven or reactive programming architectures
- Experience interpreting and solutioning for risk
- Excellent verbal, written, and interpersonal communication skills
- Master's degree or higher in computer science or finance/mathematics (desired)
- Experience with Vasara, Athena, Quartz, SecDB (keywords)
- Health benefits
- 401(k) Plan
- Paid time off
- Disability benefits
- Life insurance, critical illness insurance, and accident insurance
- Parental leave
- Critical caregiving leave
- Discounts and savings
- Commuter benefits
- Tuition reimbursement
- Scholarships for dependent children
- Adoption reimbursement
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
JavaC++functional programmingasynchronous event driven programmingreactive programmingrisk analyticsperformance analysissoftware designAgile SDLCquantitative analytics
Soft skills
communicationmentoringcollaborationconsultationproject planninginterpersonal skillsproblem-solvingexecutionstakeholder engagementoptimization
Certifications
Master's degree in computer scienceMaster's degree in financeMaster's degree in mathematics