About the Role
SENIOR QUANTITATIVE DEVELOPER needed at one of our private markets software firms! Can be fully remote on the east coast, mid west or in London. Can also be hybrid in some major cities if you prefer. Base $150k - $250k depending on experience and location plus discretionary bonus. No C2C and visa sponsorship not available.
Our client's platform is transforming private asset valuation and portfolio workflows for alternative asset managers. They're hiring a Senior Quantitative Developer to lead the design and implementation of financial models. You’ll partner closely with Implementation & Product teams to ship client-ready analytics and robust APIs that power nuanced financial workflows for asset classes spanning private equity, fixed income, derivates and structured products.
Day-to-day responsibilities:
- Work with an experienced team to help design and build multiple new financial models and associated code, from conception to either internal or client-facing deployment
- Develop scalable, high-performance valuation models and frameworks for different asset classes working with other financial domain experts
- Integrate new modeling techniques and approaches into existing analytics libraries
- Own model-serving and analytics integration: expose model inputs/outputs via APIs, orchestrate runs, manage scaling and caching, and ensure consistent results across environments
Minimum qualifications:
• Familiarity with a range of different asset classes, such as private equity, fixed income, derivatives and/or structured products
• Minimum 7 years of professional technical design and programming experience in C#, Python or C/C++, and object-oriented development experience.
• BS/MS in math, hard science, quantitative finance, computer science or engineering
• Asset valuation, risk analysis or similar algorithm implementation experience
• Ability to effectively design, debug, test and optimize financial models
• Demonstrated ability to program complex analytics (through samples provided)
• Demonstrated ability to abstract and document code (through samples provided)
• Experience using git for version control and/or Azure DevOps experience appreciated
• Able to explain complex concepts at various levels, in writing and orally
• Excellent collaboration/communication across engineering, product, quantitative development, and client-facing teams
• Natural problem solver; enjoy figuring out loosely specified, complex problems
• Proactive in collaborating, sharing knowledge and results
• Comfortable collaborating with remote colleagues during US East Coast hours